+3.2%
EL vs LBRT
-38.0%
+41.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.4% | -3.1% | +1.6% |
| 7D | +0.8% | -29.1% | +29.9% | +4.4% |
| 30D | +16.5% | -38.4% | +54.9% | +22.4% |
| 3M | +29.2% | -40.1% | +69.2% | +35.5% |
| 6M | +27.9% | -62.9% | +90.8% | +42.7% |
| YTD | +6.2% | -34.5% | +40.7% | +5.0% |
| 1Y | +27.2% | -30.2% | +57.4% | +23.7% |
| 3Y | +3.2% | -37.5% | +40.7% | -5.1% |
| All | +3.2% | -38.0% | +41.2% | -5.1% |
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