-25.6%
ELAN vs LBRT
-33.4%
+7.8%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.9% |
| 7D | +4.0% | +9.2% | -5.2% | +2.7% |
| 30D | +18.8% | -27.5% | +46.3% | +23.5% |
| 3M | +19.0% | -37.9% | +56.9% | +26.1% |
| 6M | +22.8% | -60.7% | +83.5% | +38.0% |
| YTD | +18.3% | -28.5% | +46.8% | +20.0% |
| 1Y | +21.8% | -13.2% | +35.0% | +19.5% |
| 3Y | +153.8% | -28.8% | +182.6% | +146.8% |
| 5Y | -18.9% | +28.0% | -46.9% | -29.8% |
| All | -25.6% | -33.4% | +7.8% | -46.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling