-11.1%
EFX vs LBRT
+26.0%
-37.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.5% | -7.8% | -6.5% |
| 7D | -8.6% | +8.7% | -17.4% | -9.2% |
| 30D | +0.1% | +6.6% | -6.5% | -0.5% |
| 3M | +3.8% | -34.5% | +38.3% | +7.2% |
| 6M | -13.5% | -24.5% | +11.0% | -12.6% |
| YTD | -17.7% | +12.7% | -30.4% | -21.6% |
| 1Y | -25.6% | +94.8% | -120.4% | -36.2% |
| All | -11.1% | +26.0% | -37.0% | -22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling