+103.1%
ED vs LBRT
-19.0%
+122.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.2% | +0.8% |
| 7D | +2.1% | -15.7% | +17.8% | +2.2% |
| 30D | +12.4% | -34.3% | +46.7% | +12.8% |
| 3M | +13.1% | -40.6% | +53.8% | +13.7% |
| 6M | +14.1% | -62.0% | +76.1% | +15.2% |
| YTD | +23.1% | -31.6% | +54.7% | +23.1% |
| 1Y | +25.4% | -25.8% | +51.2% | +25.3% |
| 3Y | +47.9% | -30.4% | +78.2% | +47.0% |
| 5Y | +81.9% | +18.7% | +63.2% | +77.8% |
| All | +103.1% | -19.0% | +122.1% | +82.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling