-2.1%
EL vs LBRT
-16.2%
+14.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +8.1% | -5.3% | +1.9% |
| 7D | +8.0% | -11.9% | +19.9% | +9.2% |
| 30D | +15.4% | -31.9% | +47.4% | +19.7% |
| 3M | +28.5% | -34.9% | +63.4% | +33.4% |
| 6M | +32.2% | -60.7% | +92.9% | +44.3% |
| YTD | +9.2% | -29.2% | +38.4% | +10.1% |
| 1Y | +30.8% | -23.6% | +54.4% | +30.4% |
| 3Y | +3.7% | -26.8% | +30.5% | +0.8% |
| 5Y | -64.8% | +16.3% | -81.1% | -68.2% |
| All | -2.1% | -16.2% | +14.0% | -19.2% |
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 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