+40.1%
ECL vs LBRT
+22.2%
+17.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.3% | -2.7% | +0.5% |
| 7D | -2.3% | -1.9% | -0.4% | -2.2% |
| 30D | +8.3% | -32.0% | +40.3% | +9.5% |
| 3M | +8.4% | -39.7% | +48.1% | +10.1% |
| 6M | +23.3% | -61.1% | +84.3% | +27.3% |
| YTD | +18.2% | -29.4% | +47.6% | +17.5% |
| 1Y | +18.8% | -24.5% | +43.2% | +17.5% |
| 3Y | +78.5% | -28.1% | +106.6% | +72.1% |
| 5Y | +40.1% | +23.9% | +16.2% | +29.3% |
| All | +40.1% | +22.2% | +17.8% | +29.3% |
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