+250.6%
ELF vs LBRT
+1.0%
+249.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -13.7% | +10.4% | -2.1% |
| 7D | -2.7% | -34.8% | +32.1% | +0.8% |
| 30D | +6.9% | -43.6% | +50.5% | +12.1% |
| 3M | +27.2% | -41.2% | +68.4% | +32.6% |
| 6M | +84.9% | -66.1% | +150.9% | +102.7% |
| YTD | +44.5% | -37.9% | +82.3% | +46.9% |
| 1Y | -6.8% | -33.9% | +27.1% | -6.0% |
| 3Y | +14.2% | -40.9% | +55.1% | +12.4% |
| 5Y | +250.6% | +2.1% | +248.5% | +237.9% |
| All | +250.6% | +1.0% | +249.6% | +237.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling