-6.1%
EFX vs LBRT
-31.1%
+25.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.4% | -7.6% | -1.3% |
| 7D | +2.7% | -29.1% | +31.9% | -2.5% |
| 30D | +33.1% | -38.4% | +71.5% | +24.7% |
| 3M | +8.2% | -40.1% | +48.2% | +1.1% |
| 6M | +10.2% | -62.9% | +73.1% | 0.0% |
| YTD | -11.8% | -34.5% | +22.7% | -21.1% |
| 1Y | -6.1% | -30.2% | +24.1% | -16.6% |
| All | -6.1% | -31.1% | +25.0% | -16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling