+94.5%
ELV vs LBRT
+33.5%
+61.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -1.9% |
| 7D | +3.3% | +8.3% | -4.9% | +2.5% |
| 30D | +4.2% | +6.1% | -2.0% | +3.4% |
| 3M | -0.1% | -34.8% | +34.7% | +3.8% |
| 6M | +41.3% | -24.8% | +66.1% | +44.1% |
| YTD | +17.4% | +12.2% | +5.2% | +14.3% |
| 1Y | +35.1% | +94.0% | -58.9% | +22.6% |
| 3Y | -3.2% | +31.3% | -34.5% | -10.8% |
| 5Y | +15.6% | +111.8% | -96.2% | -3.1% |
| All | +94.5% | +33.5% | +61.0% | +39.7% |
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