+153.4%
EMR vs LBRT
+33.5%
+119.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.5% |
| 7D | -1.5% | +8.3% | -9.8% | -3.2% |
| 30D | -5.6% | +6.1% | -11.8% | -7.0% |
| 3M | +7.9% | -34.8% | +42.7% | +16.1% |
| 6M | +6.0% | -24.8% | +30.9% | +9.5% |
| YTD | +16.4% | +12.2% | +4.2% | +9.4% |
| 1Y | +16.6% | +94.0% | -77.4% | -4.7% |
| 3Y | +62.9% | +31.3% | +31.6% | +39.7% |
| 5Y | +60.1% | +111.8% | -51.7% | +16.6% |
| All | +153.4% | +33.5% | +119.9% | +56.6% |
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