+32.2%
EEM vs LBRT
+28.1%
+4.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.4% | -0.5% |
| 7D | +2.7% | +9.2% | -6.5% | +1.7% |
| 30D | -5.4% | -27.5% | +22.1% | -2.5% |
| 3M | -8.6% | -37.9% | +29.3% | -4.5% |
| 6M | -8.9% | -60.7% | +51.8% | -0.9% |
| YTD | +11.9% | -28.5% | +40.4% | +13.7% |
| 1Y | +13.1% | -13.2% | +26.3% | +12.5% |
| 3Y | +70.7% | -28.8% | +99.4% | +67.8% |
| All | +32.2% | +28.1% | +4.1% | +20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling