+99.9%
ENB vs LBRT
-22.5%
+122.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.4% | -7.9% | -3.3% |
| 7D | -5.2% | -29.1% | +24.0% | -0.9% |
| 30D | +2.2% | -38.4% | +40.6% | +8.7% |
| 3M | -8.1% | -40.1% | +32.0% | -2.1% |
| 6M | -11.2% | -62.9% | +51.7% | +0.4% |
| YTD | +2.0% | -34.5% | +36.5% | +5.1% |
| 1Y | +4.1% | -30.2% | +34.3% | +5.8% |
| 3Y | +64.7% | -37.5% | +102.2% | +63.1% |
| 5Y | +46.6% | +7.6% | +39.0% | +28.1% |
| All | +99.9% | -22.5% | +122.3% | +43.9% |
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