-6.9%
EL vs LBRT
-26.4%
+19.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -13.7% | +9.8% | -2.5% |
| 7D | -1.1% | -34.8% | +33.7% | +3.3% |
| 30D | +15.3% | -43.6% | +58.9% | +22.0% |
| 3M | +24.2% | -41.2% | +65.4% | +30.3% |
| 6M | +30.9% | -66.1% | +97.0% | +45.1% |
| YTD | +3.9% | -37.9% | +41.7% | +6.2% |
| 1Y | +19.9% | -33.9% | +53.7% | +21.4% |
| 3Y | +2.5% | -40.9% | +43.4% | +1.9% |
| 5Y | -66.7% | +2.1% | -68.8% | -69.5% |
| All | -6.9% | -26.4% | +19.5% | -22.0% |
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