+18.6%
EIX vs LBRT
+28.1%
-9.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.2% |
| 7D | +1.4% | +9.2% | -7.8% | +0.7% |
| 30D | +8.5% | -27.5% | +36.1% | +10.8% |
| 3M | -13.5% | -37.9% | +24.4% | -10.8% |
| 6M | -12.4% | -60.7% | +48.4% | -6.3% |
| YTD | +5.9% | -28.5% | +34.4% | +5.7% |
| 1Y | +7.6% | -13.2% | +20.8% | +5.0% |
| 3Y | +12.8% | -28.8% | +41.6% | +8.6% |
| All | +18.6% | +28.1% | -9.5% | +8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling