-66.8%
EL vs LBRT
+115.1%
-181.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.5% | +1.5% | +2.8% |
| 7D | +0.8% | +8.7% | -7.9% | -0.3% |
| 30D | +19.8% | +6.6% | +13.2% | +18.5% |
| 3M | +25.7% | -34.5% | +60.2% | +31.8% |
| 6M | +5.4% | -24.5% | +29.9% | +7.4% |
| YTD | +0.2% | +12.7% | -12.5% | -4.6% |
| 1Y | +20.4% | +94.8% | -74.4% | +3.5% |
| 3Y | -32.1% | +31.9% | -64.0% | -40.3% |
| All | -66.8% | +115.1% | -181.9% | -73.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling