+51.7%
ELF vs LBRT
-31.1%
+82.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.4% | +0.4% | +5.6% |
| 7D | +4.0% | -29.1% | +33.1% | +4.5% |
| 30D | +10.6% | -38.4% | +49.0% | +11.5% |
| 3M | +25.8% | -40.1% | +65.9% | +26.9% |
| 6M | +89.1% | -62.9% | +152.0% | +96.9% |
| YTD | +52.7% | -34.5% | +87.3% | +41.3% |
| 1Y | +51.7% | -30.2% | +81.9% | +36.6% |
| All | +51.7% | -31.1% | +82.9% | +36.6% |
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