-29.3%
ELAN vs LBRT
+116.2%
-145.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.9% | -6.1% | -2.7% |
| 7D | +0.3% | +6.9% | -6.7% | -0.8% |
| 30D | +8.4% | +7.8% | +0.6% | +7.0% |
| 3M | +1.2% | -25.3% | +26.5% | +4.9% |
| 6M | +2.6% | -19.6% | +22.2% | +4.1% |
| YTD | +5.9% | +17.2% | -11.2% | +0.3% |
| 1Y | +25.8% | +114.1% | -88.3% | +5.6% |
| 3Y | +106.8% | +27.0% | +79.8% | +81.2% |
| 5Y | -29.3% | +128.3% | -157.6% | -44.2% |
| All | -29.3% | +116.2% | -145.5% | -44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling