+177.0%
EMR vs LBRT
-16.4%
+193.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.3% | -3.6% | -1.0% |
| 7D | -2.0% | -1.9% | -0.1% | -1.8% |
| 30D | +2.8% | -32.0% | +34.9% | +10.4% |
| 3M | +2.0% | -39.7% | +41.7% | +11.8% |
| 6M | +20.7% | -61.1% | +81.8% | +42.9% |
| YTD | +27.3% | -29.4% | +56.7% | +30.2% |
| 1Y | +31.0% | -24.5% | +55.5% | +31.7% |
| 3Y | +103.6% | -28.1% | +131.7% | +96.6% |
| 5Y | +88.6% | +23.9% | +64.7% | +53.5% |
| All | +177.0% | -16.4% | +193.4% | +86.5% |
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