+123.1%
ECL vs LBRT
+33.5%
+89.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | 0.0% |
| 7D | -2.6% | +8.3% | -10.9% | -3.4% |
| 30D | -2.2% | +6.1% | -8.3% | -2.9% |
| 3M | +10.1% | -34.8% | +44.9% | +14.4% |
| 6M | -5.7% | -24.8% | +19.1% | -4.1% |
| YTD | +7.0% | +12.2% | -5.3% | +3.4% |
| 1Y | +2.7% | +94.0% | -91.3% | -8.0% |
| 3Y | +57.7% | +31.3% | +26.4% | +43.0% |
| 5Y | +31.1% | +111.8% | -80.7% | +6.5% |
| All | +123.1% | +33.5% | +89.7% | +46.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling