+710.0%
EME vs LBRT
-16.2%
+726.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +8.1% | -0.8% | +5.7% |
| 7D | -4.4% | -11.9% | +7.5% | -1.9% |
| 30D | -17.3% | -31.9% | +14.7% | -11.0% |
| 3M | -20.0% | -34.9% | +14.8% | -13.3% |
| 6M | -29.1% | -60.7% | +31.6% | -16.2% |
| YTD | +6.9% | -29.2% | +36.2% | +11.3% |
| 1Y | +0.8% | -23.6% | +24.4% | +3.1% |
| 3Y | +214.4% | -26.8% | +241.2% | +212.5% |
| 5Y | +404.2% | +16.3% | +387.8% | +334.9% |
| All | +710.0% | -16.2% | +726.2% | +478.1% |
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