+106.0%
ED vs LBRT
-15.3%
+121.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.4% |
| 7D | +2.1% | +9.2% | -7.1% | +2.0% |
| 30D | +10.4% | -27.5% | +37.9% | +10.7% |
| 3M | +12.5% | -37.9% | +50.4% | +13.0% |
| 6M | +14.9% | -60.7% | +75.6% | +16.0% |
| YTD | +24.8% | -28.5% | +53.3% | +24.8% |
| 1Y | +23.8% | -13.2% | +37.1% | +23.4% |
| 3Y | +51.6% | -28.8% | +80.4% | +50.8% |
| 5Y | +86.4% | +28.0% | +58.5% | +82.1% |
| All | +106.0% | -15.3% | +121.3% | +85.3% |
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 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