+500.7%
ELF vs LBRT
-16.4%
+517.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.3% | -0.5% |
| 7D | +4.3% | -1.9% | +6.2% | +4.4% |
| 30D | +7.7% | -32.0% | +39.8% | +12.7% |
| 3M | +24.7% | -39.7% | +64.4% | +32.0% |
| 6M | +114.6% | -61.1% | +175.7% | +139.1% |
| YTD | +55.8% | -29.4% | +85.2% | +58.2% |
| 1Y | +51.9% | -24.5% | +76.4% | +52.5% |
| 3Y | +24.6% | -28.1% | +52.7% | +21.8% |
| 5Y | +279.2% | +23.9% | +255.3% | +228.3% |
| All | +500.7% | -16.4% | +517.1% | +337.3% |
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