+30.0%
ECL vs LBRT
+115.1%
-85.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | +0.1% |
| 7D | -2.6% | +8.7% | -11.3% | -2.9% |
| 30D | -2.2% | +6.6% | -8.8% | -2.5% |
| 3M | +10.1% | -34.5% | +44.6% | +11.9% |
| 6M | -5.7% | -24.5% | +18.8% | -5.2% |
| YTD | +7.0% | +12.7% | -5.8% | +4.9% |
| 1Y | +2.7% | +94.8% | -92.2% | -3.3% |
| 3Y | +57.7% | +31.9% | +25.9% | +48.3% |
| All | +30.0% | +115.1% | -85.2% | +18.9% |
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