+101.9%
ED vs LBRT
-22.5%
+124.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.4% | -7.7% | -2.4% |
| 7D | +1.6% | -29.1% | +30.8% | +1.9% |
| 30D | +13.3% | -38.4% | +51.7% | +13.8% |
| 3M | +9.7% | -40.1% | +49.8% | +10.2% |
| 6M | +12.8% | -62.9% | +75.7% | +13.9% |
| YTD | +22.3% | -34.5% | +56.8% | +22.4% |
| 1Y | +26.3% | -30.2% | +56.5% | +26.2% |
| 3Y | +45.0% | -37.5% | +82.5% | +44.4% |
| 5Y | +80.2% | +7.6% | +72.6% | +76.3% |
| All | +101.9% | -22.5% | +124.3% | +81.7% |
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 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