+20.5%
EMB vs LBRT
-22.5%
+43.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.4% | -5.4% | -0.2% |
| 7D | -0.1% | -29.1% | +29.0% | +1.0% |
| 30D | +1.3% | -38.4% | +39.7% | +2.9% |
| 3M | -2.7% | -40.1% | +37.3% | -1.2% |
| 6M | -2.8% | -62.9% | +60.1% | +0.2% |
| YTD | -1.1% | -34.5% | +33.4% | -0.4% |
| 1Y | 0.0% | -30.2% | +30.2% | +0.4% |
| 3Y | +28.8% | -37.5% | +66.3% | +28.3% |
| 5Y | +6.0% | +7.6% | -1.6% | +2.1% |
| All | +20.5% | -22.5% | +43.0% | +5.4% |
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 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