+20.2%
ELAN vs LBRT
-23.3%
+43.5%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | +11.9% | +13.8% | -1.9% | +11.7% |
| 30D | +18.3% | -32.4% | +50.6% | +17.3% |
| 3M | +19.7% | -39.9% | +59.6% | +19.0% |
| 6M | +23.7% | -60.8% | +84.5% | +24.3% |
| YTD | +17.1% | -29.3% | +46.4% | +15.3% |
| 1Y | +20.2% | -18.9% | +39.1% | +16.2% |
| All | +20.2% | -23.3% | +43.5% | +16.2% |
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 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