-10.2%
EL vs LBRT
+33.5%
-43.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.0% | +1.9% | +2.9% |
| 7D | +0.8% | +8.3% | -7.5% | -0.1% |
| 30D | +19.8% | +6.1% | +13.7% | +18.7% |
| 3M | +25.7% | -34.8% | +60.5% | +30.9% |
| 6M | +5.4% | -24.8% | +30.3% | +7.3% |
| YTD | +0.2% | +12.2% | -12.0% | -3.2% |
| 1Y | +20.4% | +94.0% | -73.5% | +7.7% |
| 3Y | -32.1% | +31.3% | -63.4% | -37.8% |
| 5Y | -67.2% | +111.8% | -179.0% | -72.1% |
| All | -10.2% | +33.5% | -43.7% | -29.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling