+38.9%
ECL vs LBRT
+28.1%
+10.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.6% |
| 7D | +2.9% | +9.2% | -6.3% | +2.5% |
| 30D | +7.5% | -27.5% | +35.0% | +8.5% |
| 3M | +12.2% | -37.9% | +50.1% | +13.9% |
| 6M | +24.6% | -60.7% | +85.3% | +28.6% |
| YTD | +18.8% | -28.5% | +47.3% | +18.0% |
| 1Y | +19.3% | -13.2% | +32.6% | +17.1% |
| 3Y | +78.2% | -28.8% | +107.0% | +72.1% |
| All | +38.9% | +28.1% | +10.9% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded LBRT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling