+353.1%
ENTG vs LBRT
+38.7%
+314.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.9% | -2.2% | +0.9% |
| 7D | +8.9% | +6.9% | +2.0% | +7.4% |
| 30D | -7.2% | +7.8% | -15.0% | -8.8% |
| 3M | +6.4% | -25.3% | +31.7% | +12.2% |
| 6M | +25.7% | -19.6% | +45.2% | +29.7% |
| YTD | +67.9% | +17.2% | +50.7% | +59.8% |
| 1Y | +72.4% | +114.1% | -41.7% | +43.8% |
| 3Y | +48.4% | +27.0% | +21.4% | +33.7% |
| 5Y | +20.1% | +128.3% | -108.2% | -5.4% |
| All | +353.1% | +38.7% | +314.4% | +214.2% |
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