+169.2%
EMR vs LBRT
-22.5%
+191.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.4% | -5.5% | -1.3% |
| 7D | -1.6% | -29.1% | +27.6% | +5.0% |
| 30D | +2.0% | -38.4% | +40.3% | +11.7% |
| 3M | +3.8% | -40.1% | +43.9% | +13.9% |
| 6M | +10.5% | -62.9% | +73.4% | +32.1% |
| YTD | +23.7% | -34.5% | +58.2% | +28.6% |
| 1Y | +25.4% | -30.2% | +55.6% | +28.2% |
| 3Y | +86.6% | -37.5% | +124.0% | +85.7% |
| 5Y | +83.0% | +7.6% | +75.4% | +53.5% |
| All | +169.2% | -22.5% | +191.6% | +84.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling