+64.6%
EMR vs LBRT
+26.0%
+38.6%
-29.6%
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% | +1.5% |
| 7D | -1.5% | +8.7% | -10.3% | -2.9% |
| 30D | -5.6% | +6.6% | -12.2% | -6.8% |
| 3M | +7.9% | -34.5% | +42.4% | +15.0% |
| 6M | +6.0% | -24.5% | +30.5% | +8.7% |
| YTD | +16.4% | +12.7% | +3.7% | +8.3% |
| 1Y | +16.6% | +94.8% | -78.2% | -6.6% |
| All | +64.6% | +26.0% | +38.6% | +41.9% |
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