+181.1%
EMR vs LBRT
-16.2%
+197.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +8.1% | -3.7% | +2.8% |
| 7D | +2.1% | -11.9% | +14.1% | +4.4% |
| 30D | +4.8% | -31.9% | +36.7% | +12.4% |
| 3M | +7.5% | -34.9% | +42.3% | +16.0% |
| 6M | +20.9% | -60.7% | +81.5% | +42.7% |
| YTD | +29.2% | -29.2% | +58.4% | +32.1% |
| 1Y | +33.0% | -23.6% | +56.6% | +33.4% |
| 3Y | +109.8% | -26.8% | +136.6% | +101.8% |
| 5Y | +91.9% | +16.3% | +75.6% | +58.4% |
| All | +181.1% | -16.2% | +197.2% | +89.2% |
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