+145.0%
ECL vs LBRT
-26.4%
+171.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -13.7% | +10.8% | -1.5% |
| 7D | +1.7% | -34.8% | +36.5% | +5.8% |
| 30D | +8.9% | -43.6% | +52.5% | +14.9% |
| 3M | +7.4% | -41.2% | +48.7% | +12.6% |
| 6M | +19.3% | -66.1% | +85.4% | +31.7% |
| YTD | +17.4% | -37.9% | +55.3% | +19.9% |
| 1Y | +19.4% | -33.9% | +53.3% | +20.8% |
| 3Y | +80.5% | -40.9% | +121.3% | +78.2% |
| 5Y | +40.2% | +2.1% | +38.1% | +23.4% |
| All | +145.0% | -26.4% | +171.4% | +70.2% |
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