+101.6%
ED vs LBRT
-16.2%
+117.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.1% | -8.3% | -0.2% |
| 7D | -0.1% | -11.9% | +11.8% | 0.0% |
| 30D | +11.6% | -31.9% | +43.5% | +12.0% |
| 3M | +10.5% | -34.9% | +45.4% | +11.0% |
| 6M | +13.2% | -60.7% | +73.9% | +14.3% |
| YTD | +22.1% | -29.2% | +51.3% | +22.1% |
| 1Y | +24.2% | -23.6% | +47.8% | +23.9% |
| 3Y | +46.9% | -26.8% | +73.8% | +45.9% |
| 5Y | +80.8% | +16.3% | +64.5% | +76.8% |
| All | +101.6% | -16.2% | +117.7% | +81.3% |
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