+33.2%
EIX vs LBRT
+33.5%
-0.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.7% |
| 7D | -19.1% | +8.3% | -27.4% | -19.7% |
| 30D | -16.9% | +6.1% | -23.0% | -17.5% |
| 3M | -20.0% | -34.8% | +14.8% | -17.5% |
| 6M | -21.3% | -24.8% | +3.5% | -20.1% |
| YTD | -1.7% | +12.2% | -13.9% | -4.3% |
| 1Y | +9.6% | +94.0% | -84.4% | +0.1% |
| 3Y | -3.7% | +31.3% | -35.0% | -10.4% |
| 5Y | +22.6% | +111.8% | -89.2% | +6.5% |
| All | +33.2% | +33.5% | -0.3% | -0.2% |
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