+345.6%
ENTG vs LBRT
+33.5%
+312.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.5% | +4.7% | +5.8% |
| 7D | +2.8% | +8.7% | -5.9% | +1.0% |
| 30D | -4.7% | +6.6% | -11.3% | -6.1% |
| 3M | -0.7% | -34.5% | +33.7% | +7.7% |
| 6M | +7.7% | -24.5% | +32.2% | +12.7% |
| YTD | +65.1% | +12.7% | +52.3% | +58.5% |
| 1Y | +74.8% | +94.8% | -20.1% | +48.6% |
| 3Y | +36.9% | +31.9% | +5.0% | +22.6% |
| 5Y | +16.1% | +111.8% | -95.7% | -7.2% |
| All | +345.6% | +33.5% | +312.1% | +211.5% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling