+151.0%
ELAN vs LBRT
-28.0%
+179.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.3% | -4.3% | -1.5% |
| 7D | +4.6% | -1.9% | +6.5% | +4.8% |
| 30D | +17.4% | -32.0% | +49.4% | +22.1% |
| 3M | +16.5% | -39.7% | +56.2% | +22.8% |
| 6M | +21.9% | -61.1% | +83.0% | +36.2% |
| YTD | +17.0% | -29.4% | +46.4% | +16.5% |
| 1Y | +15.8% | -24.5% | +40.3% | +13.4% |
| All | +151.0% | -28.0% | +179.0% | +127.5% |
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