+59.3%
ENB vs LBRT
+28.1%
+31.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.4% |
| 7D | +3.1% | +9.2% | -6.1% | +2.1% |
| 30D | +2.1% | -27.5% | +29.6% | +5.4% |
| 3M | -4.4% | -37.9% | +33.5% | +0.2% |
| 6M | -10.1% | -60.7% | +50.7% | -1.1% |
| YTD | +5.2% | -28.5% | +33.7% | +6.3% |
| 1Y | +4.2% | -13.2% | +17.5% | +2.4% |
| 3Y | +70.1% | -28.8% | +98.9% | +65.2% |
| All | +59.3% | +28.1% | +31.2% | +34.1% |
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 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