+4.4%
EL vs LBRT
-30.4%
+34.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.6% | +0.6% |
| 7D | +7.6% | -15.7% | +23.3% | +9.4% |
| 30D | +15.7% | -34.3% | +49.9% | +20.7% |
| 3M | +30.5% | -40.6% | +71.2% | +37.4% |
| 6M | +32.5% | -62.0% | +94.5% | +47.9% |
| YTD | +9.4% | -31.6% | +41.1% | +7.7% |
| 1Y | +28.4% | -25.8% | +54.1% | +23.7% |
| 3Y | +4.4% | -30.4% | +34.8% | -7.2% |
| All | +4.4% | -30.4% | +34.8% | -7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling