+24.7%
ELAN vs LBRT
+110.8%
-86.1%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.9% | +3.0% | -2.6% |
| 7D | -6.4% | +2.3% | -8.7% | -6.5% |
| 30D | +0.6% | -2.9% | +3.5% | +0.7% |
| 3M | 0.0% | -26.1% | +26.1% | +2.2% |
| 6M | -3.4% | -26.2% | +22.7% | -2.1% |
| YTD | +1.0% | +13.7% | -12.6% | -3.2% |
| 1Y | +24.7% | +93.6% | -68.9% | +11.6% |
| All | +24.7% | +110.8% | -86.1% | +11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling