-0.3%
EME vs LBRT
-25.2%
+24.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +8.1% | -0.8% | +5.3% |
| 7D | -4.4% | -11.9% | +7.5% | -1.7% |
| 30D | -17.3% | -31.9% | +14.7% | -10.8% |
| 3M | -20.0% | -34.9% | +14.8% | -13.2% |
| 6M | -29.1% | -60.7% | +31.6% | -18.2% |
| YTD | +6.9% | -29.2% | +36.2% | +4.3% |
| All | -0.3% | -25.2% | +24.9% | -6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling