-31.9%
ELAN vs LBRT
+5.0%
-37.0%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.1% |
| 7D | +1.6% | +8.7% | -7.1% | +0.4% |
| 30D | -6.6% | +6.6% | -13.2% | -7.6% |
| 3M | -0.8% | -34.5% | +33.6% | +4.5% |
| 6M | +0.2% | -24.5% | +24.7% | +2.7% |
| YTD | +8.3% | +12.7% | -4.5% | +3.8% |
| 1Y | +40.2% | +94.8% | -54.6% | +22.0% |
| 3Y | +97.7% | +31.9% | +65.9% | +76.7% |
| 5Y | -28.3% | +111.8% | -140.1% | -42.1% |
| All | -31.9% | +5.0% | -37.0% | -53.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling