+68.1%
EFX vs LBRT
-16.4%
+84.4%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.2% | -0.2% |
| 7D | -2.0% | -1.9% | -0.1% | -2.0% |
| 30D | +27.9% | -32.0% | +59.9% | +31.2% |
| 3M | +3.8% | -39.7% | +43.5% | +7.3% |
| 6M | +13.0% | -61.1% | +74.1% | +20.9% |
| YTD | -12.4% | -29.4% | +17.0% | -12.5% |
| 1Y | -10.4% | -24.5% | +14.1% | -11.3% |
| 3Y | +4.4% | -28.1% | +32.5% | +1.0% |
| 5Y | -28.9% | +23.9% | -52.8% | -36.1% |
| All | +68.1% | -16.4% | +84.4% | +35.9% |
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