+476.2%
ELF vs LBRT
-14.8%
+491.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -11.2% | +13.1% | +3.4% |
| 7D | -1.5% | -25.3% | +23.8% | +2.0% |
| 30D | +9.5% | -32.9% | +42.4% | +14.8% |
| 3M | +29.4% | -33.3% | +62.7% | +35.2% |
| 6M | +83.7% | -61.0% | +144.7% | +104.7% |
| YTD | +49.4% | -28.0% | +77.4% | +51.5% |
| 1Y | -3.9% | -21.5% | +17.6% | -4.0% |
| 3Y | +18.2% | -31.5% | +49.7% | +16.4% |
| 5Y | +276.1% | +12.3% | +263.8% | +231.1% |
| All | +476.2% | -14.8% | +491.0% | +318.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling