+456.1%
ELF vs LBRT
+33.5%
+422.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.6% | +1.9% |
| 7D | +5.4% | +8.7% | -3.4% | +4.2% |
| 30D | +27.0% | +6.6% | +20.4% | +25.6% |
| 3M | +113.2% | -34.5% | +147.7% | +123.8% |
| 6M | +36.6% | -24.5% | +61.1% | +39.5% |
| YTD | +44.2% | +12.7% | +31.5% | +38.8% |
| 1Y | -18.0% | +94.8% | -112.8% | -27.9% |
| 3Y | -19.9% | +31.9% | -51.8% | -27.2% |
| 5Y | +257.7% | +111.8% | +145.9% | +188.6% |
| All | +456.1% | +33.5% | +422.7% | +283.7% |
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 2016-09-04 to 2026-09-04: 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling