+106.8%
ELAN vs LBRT
+27.1%
+79.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.9% | -6.1% | -2.6% |
| 7D | +0.3% | +6.9% | -6.7% | -0.6% |
| 30D | +8.4% | +7.8% | +0.6% | +7.2% |
| 3M | +1.2% | -25.3% | +26.5% | +4.6% |
| 6M | +2.6% | -19.6% | +22.2% | +3.9% |
| YTD | +5.9% | +17.2% | -11.2% | +0.4% |
| 1Y | +25.8% | +114.1% | -88.3% | +6.0% |
| 3Y | +106.8% | +27.0% | +79.8% | +75.5% |
| All | +106.8% | +27.1% | +79.7% | +75.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling