+105.9%
ELV vs LBRT
-16.4%
+122.3%
-50.4%
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% | -0.4% |
| 7D | -1.1% | -1.9% | +0.8% | -1.1% |
| 30D | +1.8% | -32.0% | +33.8% | +5.2% |
| 3M | +10.5% | -39.7% | +50.2% | +15.4% |
| 6M | +13.5% | -61.1% | +74.5% | +23.2% |
| YTD | +24.3% | -29.4% | +53.7% | +25.9% |
| 1Y | +38.9% | -24.5% | +63.4% | +39.4% |
| 3Y | -1.5% | -28.1% | +26.6% | -3.6% |
| 5Y | +7.3% | +23.9% | -16.6% | -5.2% |
| All | +105.9% | -16.4% | +122.3% | +53.9% |
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 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