+858.7%
EME vs LBRT
+38.7%
+820.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.9% | -1.4% | +1.8% |
| 7D | +5.2% | +6.9% | -1.8% | +3.8% |
| 30D | -5.4% | +7.8% | -13.2% | -6.8% |
| 3M | -6.1% | -25.3% | +19.2% | -1.7% |
| 6M | +9.7% | -19.6% | +29.2% | +12.2% |
| YTD | +26.6% | +17.2% | +9.4% | +19.7% |
| 1Y | +24.6% | +114.1% | -89.4% | +3.4% |
| 3Y | +249.6% | +27.0% | +222.6% | +212.1% |
| 5Y | +556.6% | +128.3% | +428.3% | +394.4% |
| All | +858.7% | +38.7% | +820.0% | +521.7% |
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 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