+546.1%
EME vs LBRT
+115.1%
+431.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.3% | +1.5% |
| 7D | +1.9% | +8.7% | -6.8% | +0.3% |
| 30D | -8.3% | +6.6% | -14.9% | -9.4% |
| 3M | -10.7% | -34.5% | +23.7% | -4.6% |
| 6M | +1.9% | -24.5% | +26.4% | +5.2% |
| YTD | +23.5% | +12.7% | +10.7% | +17.5% |
| 1Y | +18.0% | +94.8% | -76.9% | +0.1% |
| 3Y | +236.1% | +31.9% | +204.2% | +201.5% |
| All | +546.1% | +115.1% | +431.0% | +397.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling