+8.6%
EMB vs LBRT
+22.2%
-13.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.2% | 0.0% |
| 7D | -0.4% | -1.9% | +1.5% | -0.4% |
| 30D | +1.5% | -32.0% | +33.6% | +2.2% |
| 3M | -1.6% | -39.7% | +38.1% | -0.7% |
| 6M | -1.5% | -61.1% | +59.6% | +0.2% |
| YTD | -0.1% | -29.4% | +29.3% | 0.0% |
| 1Y | +0.5% | -24.5% | +25.0% | +0.3% |
| 3Y | +30.2% | -28.1% | +58.3% | +28.8% |
| 5Y | +8.6% | +23.9% | -15.3% | +7.4% |
| All | +8.6% | +22.2% | -13.7% | +7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling