+48.6%
ED vs LBRT
-41.2%
+89.7%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -13.7% | +14.6% | +0.4% |
| 7D | +5.2% | -34.8% | +40.0% | +3.5% |
| 30D | +15.5% | -43.6% | +59.1% | +13.3% |
| 3M | +13.0% | -41.2% | +54.3% | +11.1% |
| 6M | +13.1% | -66.1% | +79.2% | +9.7% |
| YTD | +25.3% | -37.9% | +63.1% | +23.7% |
| 1Y | +30.5% | -33.9% | +64.4% | +29.2% |
| All | +48.6% | -41.2% | +89.7% | +46.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling