+488.9%
ELF vs LBRT
-22.5%
+511.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.4% | +0.4% | +5.0% |
| 7D | +4.0% | -29.1% | +33.1% | +8.4% |
| 30D | +10.6% | -38.4% | +49.0% | +17.2% |
| 3M | +25.8% | -40.1% | +65.9% | +33.2% |
| 6M | +89.1% | -62.9% | +152.0% | +111.8% |
| YTD | +52.7% | -34.5% | +87.3% | +56.7% |
| 1Y | +51.7% | -30.2% | +81.9% | +53.9% |
| 3Y | +14.2% | -37.5% | +51.7% | +13.8% |
| 5Y | +270.7% | +7.6% | +263.1% | +227.6% |
| All | +488.9% | -22.5% | +511.4% | +333.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling