-3.4%
EL vs LBRT
-15.3%
+12.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +1.0% |
| 7D | +1.5% | +9.2% | -7.7% | +0.5% |
| 30D | +10.0% | -27.5% | +37.5% | +13.3% |
| 3M | +28.4% | -37.9% | +66.3% | +34.1% |
| 6M | +37.1% | -60.7% | +97.8% | +49.6% |
| YTD | +7.8% | -28.5% | +36.3% | +8.6% |
| 1Y | +26.0% | -13.2% | +39.3% | +23.8% |
| 3Y | +3.8% | -28.8% | +32.6% | +1.2% |
| 5Y | -65.2% | +28.0% | -93.1% | -68.8% |
| All | -3.4% | -15.3% | +12.0% | -20.3% |
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