+835.2%
EME vs LBRT
+33.5%
+801.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.5% |
| 7D | +1.9% | +8.3% | -6.4% | +0.3% |
| 30D | -8.3% | +6.1% | -14.4% | -9.4% |
| 3M | -10.7% | -34.8% | +24.0% | -4.1% |
| 6M | +1.9% | -24.8% | +26.7% | +5.6% |
| YTD | +23.5% | +12.2% | +11.2% | +17.7% |
| 1Y | +18.0% | +94.0% | -76.0% | -0.2% |
| 3Y | +236.1% | +31.3% | +204.8% | +198.0% |
| 5Y | +527.9% | +111.8% | +416.1% | +379.6% |
| All | +835.2% | +33.5% | +801.7% | +511.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling