+88.2%
EMR vs LBRT
+25.3%
+62.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.2% | -0.1% |
| 7D | +2.7% | +13.8% | -11.2% | +0.3% |
| 30D | +2.1% | -32.4% | +34.5% | +8.7% |
| 3M | +2.3% | -39.9% | +42.1% | +10.9% |
| 6M | +22.5% | -60.8% | +83.3% | +42.3% |
| YTD | +27.2% | -29.3% | +56.5% | +28.3% |
| 1Y | +28.0% | -18.9% | +46.9% | +25.2% |
| 3Y | +103.4% | -28.0% | +131.4% | +93.2% |
| 5Y | +88.2% | +26.6% | +61.6% | +54.4% |
| All | +88.2% | +25.3% | +62.8% | +54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling