+241.0%
EME vs LBRT
+22.3%
+218.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.3% | +1.4% |
| 7D | +1.9% | +8.7% | -6.8% | 0.0% |
| 30D | -8.3% | +6.6% | -14.9% | -9.6% |
| 3M | -10.7% | -34.5% | +23.7% | -3.6% |
| 6M | +1.9% | -24.5% | +26.4% | +5.6% |
| YTD | +23.5% | +12.7% | +10.7% | +15.5% |
| 1Y | +18.0% | +94.8% | -76.9% | -4.5% |
| All | +241.0% | +22.3% | +218.7% | +209.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling