+103.4%
EMR vs LBRT
-28.0%
+131.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.3% | -3.6% | -0.8% |
| 7D | -2.0% | -1.9% | -0.1% | -1.8% |
| 30D | +2.8% | -32.0% | +34.9% | +8.6% |
| 3M | +2.0% | -39.7% | +41.7% | +9.5% |
| 6M | +20.7% | -61.1% | +81.8% | +38.5% |
| YTD | +27.3% | -29.4% | +56.7% | +26.7% |
| 1Y | +31.0% | -24.5% | +55.5% | +28.1% |
| All | +103.4% | -28.0% | +131.3% | +92.8% |
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