+43.5%
EIX vs LBRT
-19.0%
+62.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.5% | +0.4% |
| 7D | +1.0% | -15.7% | +16.6% | +2.2% |
| 30D | +8.9% | -34.3% | +43.1% | +12.3% |
| 3M | -9.8% | -40.6% | +30.8% | -6.4% |
| 6M | -10.2% | -62.0% | +51.8% | -3.5% |
| YTD | +5.9% | -31.6% | +37.6% | +7.0% |
| 1Y | +10.9% | -25.8% | +36.7% | +10.9% |
| 3Y | +10.2% | -30.4% | +40.6% | +7.9% |
| 5Y | +17.0% | +18.7% | -1.6% | +6.7% |
| All | +43.5% | -19.0% | +62.6% | +11.6% |
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 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