-18.0%
ELF vs LBRT
+100.7%
-118.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +2.1% |
| 7D | +5.4% | +8.3% | -2.9% | +5.1% |
| 30D | +27.0% | +6.1% | +20.8% | +26.5% |
| 3M | +113.2% | -34.8% | +148.0% | +117.5% |
| 6M | +36.6% | -24.8% | +61.4% | +36.8% |
| YTD | +44.2% | +12.2% | +32.0% | +39.1% |
| 1Y | -18.0% | +94.0% | -112.0% | -18.8% |
| All | -18.0% | +100.7% | -118.7% | -18.8% |
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