+57.9%
EFX vs LBRT
+33.5%
+24.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.5% | -7.8% | -6.5% |
| 7D | -8.6% | +8.7% | -17.4% | -9.3% |
| 30D | +0.1% | +6.6% | -6.5% | -0.7% |
| 3M | +3.8% | -34.5% | +38.3% | +7.2% |
| 6M | -13.5% | -24.5% | +11.0% | -12.4% |
| YTD | -17.7% | +12.7% | -30.4% | -20.3% |
| 1Y | -25.6% | +94.8% | -120.4% | -32.7% |
| 3Y | -12.1% | +31.9% | -43.9% | -18.8% |
| 5Y | -33.8% | +111.8% | -145.6% | -42.9% |
| All | +57.9% | +33.5% | +24.5% | +23.8% |
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