+456.1%
ELF vs LBRT
+33.5%
+422.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +2.0% |
| 7D | +5.4% | +8.3% | -2.9% | +4.2% |
| 30D | +27.0% | +6.1% | +20.8% | +25.7% |
| 3M | +113.2% | -34.8% | +148.0% | +123.9% |
| 6M | +36.6% | -24.8% | +61.4% | +39.6% |
| YTD | +44.2% | +12.2% | +32.0% | +38.9% |
| 1Y | -18.0% | +94.0% | -112.0% | -27.9% |
| 3Y | -19.9% | +31.3% | -51.2% | -27.2% |
| 5Y | +257.7% | +111.8% | +145.9% | +188.6% |
| All | +456.1% | +33.5% | +422.7% | +283.7% |
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