+106.8%
ED vs LBRT
-26.4%
+133.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -13.7% | +14.6% | +1.1% |
| 7D | +5.2% | -34.8% | +40.0% | +5.5% |
| 30D | +15.5% | -43.6% | +59.1% | +16.1% |
| 3M | +13.0% | -41.2% | +54.3% | +13.5% |
| 6M | +13.1% | -66.1% | +79.2% | +14.4% |
| YTD | +25.3% | -37.9% | +63.1% | +25.4% |
| 1Y | +30.5% | -33.9% | +64.4% | +30.5% |
| 3Y | +49.3% | -40.9% | +90.2% | +48.8% |
| 5Y | +84.6% | +2.1% | +82.5% | +80.7% |
| All | +106.8% | -26.4% | +133.2% | +86.2% |
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