-4.8%
EL vs LBRT
-22.5%
+17.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.4% | -3.1% | +1.7% |
| 7D | +0.8% | -29.1% | +29.9% | +4.3% |
| 30D | +16.5% | -38.4% | +54.9% | +22.2% |
| 3M | +29.2% | -40.1% | +69.2% | +35.3% |
| 6M | +27.9% | -62.9% | +90.8% | +40.4% |
| YTD | +6.2% | -34.5% | +40.7% | +8.0% |
| 1Y | +27.2% | -30.2% | +57.4% | +28.1% |
| 3Y | +3.2% | -37.5% | +40.7% | +2.0% |
| 5Y | -66.0% | +7.6% | -73.6% | -69.0% |
| All | -4.8% | -22.5% | +17.6% | -20.7% |
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 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