+104.0%
ELV vs LBRT
-22.5%
+126.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.4% | -6.9% | -2.0% |
| 7D | +1.3% | -29.1% | +30.5% | +4.5% |
| 30D | +5.3% | -38.4% | +43.7% | +10.0% |
| 3M | +9.2% | -40.1% | +49.3% | +14.1% |
| 6M | +14.5% | -62.9% | +77.4% | +25.1% |
| YTD | +23.2% | -34.5% | +57.7% | +25.8% |
| 1Y | +38.0% | -30.2% | +68.3% | +39.7% |
| 3Y | -1.5% | -37.5% | +35.9% | -2.2% |
| 5Y | +8.5% | +7.6% | +0.9% | -2.6% |
| All | +104.0% | -22.5% | +126.5% | +53.8% |
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