+46.0%
EEM vs LBRT
-22.5%
+68.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.4% | -3.2% | +1.6% |
| 7D | -2.8% | -29.1% | +26.3% | +0.8% |
| 30D | -11.9% | -38.4% | +26.4% | -7.3% |
| 3M | -8.8% | -40.1% | +31.3% | -3.8% |
| 6M | -11.6% | -62.9% | +51.3% | -2.3% |
| YTD | +9.0% | -34.5% | +43.5% | +12.2% |
| 1Y | +10.6% | -30.2% | +40.8% | +12.8% |
| 3Y | +64.4% | -37.5% | +101.8% | +64.5% |
| 5Y | +31.0% | +7.6% | +23.5% | +19.4% |
| All | +46.0% | -22.5% | +68.5% | +18.3% |
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