+113.5%
ENB vs LBRT
+33.5%
+80.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.3% | -1.1% |
| 7D | -0.2% | +8.7% | -9.0% | -1.4% |
| 30D | -2.2% | +6.6% | -8.8% | -3.3% |
| 3M | -10.5% | -34.5% | +24.0% | -5.8% |
| 6M | -5.1% | -24.5% | +19.4% | -2.6% |
| YTD | +9.0% | +12.7% | -3.8% | +4.7% |
| 1Y | +8.2% | +94.8% | -86.6% | -5.7% |
| 3Y | +67.8% | +31.9% | +35.9% | +49.3% |
| 5Y | +69.4% | +111.8% | -42.5% | +34.3% |
| All | +113.5% | +33.5% | +80.0% | +43.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling