+69.4%
EEM vs LBRT
+38.7%
+30.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.9% | -3.7% | -0.3% |
| 7D | +3.1% | +6.9% | -3.9% | +2.3% |
| 30D | +4.9% | +7.8% | -2.9% | +3.9% |
| 3M | +5.2% | -25.3% | +30.5% | +8.0% |
| 6M | +20.7% | -19.6% | +40.3% | +22.3% |
| YTD | +26.5% | +17.2% | +9.3% | +22.4% |
| 1Y | +37.8% | +114.1% | -76.2% | +23.4% |
| 3Y | +91.0% | +27.0% | +64.0% | +76.9% |
| 5Y | +47.0% | +128.3% | -81.3% | +23.0% |
| All | +69.4% | +38.7% | +30.7% | +29.1% |
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