+91.8%
ELV vs LBRT
+38.7%
+53.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.9% | -5.3% | -1.8% |
| 7D | -0.3% | +6.9% | -7.2% | -1.0% |
| 30D | +2.0% | +7.8% | -5.8% | +1.0% |
| 3M | -3.5% | -25.3% | +21.8% | -1.1% |
| 6M | +40.2% | -19.6% | +59.8% | +42.0% |
| YTD | +15.8% | +17.2% | -1.3% | +12.2% |
| 1Y | +33.2% | +114.1% | -80.9% | +19.6% |
| 3Y | -6.2% | +27.0% | -33.2% | -13.1% |
| 5Y | +16.4% | +128.3% | -111.9% | -3.2% |
| All | +91.8% | +38.7% | +53.1% | +37.2% |
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