+69.1%
EEM vs LBRT
+33.5%
+35.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.7% |
| 7D | +2.3% | +8.7% | -6.4% | +1.4% |
| 30D | +4.5% | +6.6% | -2.1% | +3.7% |
| 3M | -0.1% | -34.5% | +34.4% | +4.1% |
| 6M | +16.9% | -24.5% | +41.4% | +19.4% |
| YTD | +26.2% | +12.7% | +13.5% | +22.7% |
| 1Y | +40.5% | +94.8% | -54.3% | +27.1% |
| 3Y | +86.2% | +31.9% | +54.3% | +71.6% |
| 5Y | +45.5% | +111.8% | -66.4% | +22.7% |
| All | +69.1% | +33.5% | +35.6% | +29.4% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling