-31.9%
EL vs LBRT
+25.4%
-57.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.0% | +1.9% | +2.8% |
| 7D | +0.8% | +8.3% | -7.5% | -0.2% |
| 30D | +19.8% | +6.1% | +13.7% | +18.5% |
| 3M | +25.7% | -34.8% | +60.5% | +32.4% |
| 6M | +5.4% | -24.8% | +30.3% | +7.4% |
| YTD | +0.2% | +12.2% | -12.0% | -6.0% |
| 1Y | +20.4% | +94.0% | -73.5% | -0.6% |
| All | -31.9% | +25.4% | -57.3% | -41.9% |
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