+69.1%
EFX vs LBRT
-22.5%
+91.6%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.4% | -7.6% | -2.6% |
| 7D | +2.7% | -29.1% | +31.9% | +5.2% |
| 30D | +33.1% | -38.4% | +71.5% | +37.6% |
| 3M | +8.2% | -40.1% | +48.2% | +11.8% |
| 6M | +10.2% | -62.9% | +73.1% | +18.2% |
| YTD | -11.8% | -34.5% | +22.7% | -11.4% |
| 1Y | -6.1% | -30.2% | +24.1% | -6.4% |
| 3Y | +7.5% | -37.5% | +45.0% | +5.2% |
| 5Y | -30.7% | +7.6% | -38.3% | -36.9% |
| All | +69.1% | -22.5% | +91.6% | +37.6% |
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 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