+92.7%
EFA vs LBRT
+33.5%
+59.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.3% | 0.0% |
| 7D | +0.6% | +8.7% | -8.1% | -0.3% |
| 30D | +0.9% | +6.6% | -5.7% | 0.0% |
| 3M | +4.9% | -34.5% | +39.3% | +9.1% |
| 6M | +8.6% | -24.5% | +33.1% | +10.6% |
| YTD | +14.6% | +12.7% | +1.9% | +11.2% |
| 1Y | +22.6% | +94.8% | -72.2% | +10.7% |
| 3Y | +66.5% | +31.9% | +34.7% | +53.2% |
| 5Y | +54.5% | +111.8% | -57.3% | +30.3% |
| All | +92.7% | +33.5% | +59.2% | +45.7% |
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