+42.1%
ENTG vs LBRT
-38.0%
+80.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.4% | -2.8% | +0.6% |
| 7D | -17.1% | -29.1% | +12.0% | -6.4% |
| 30D | -23.0% | -38.4% | +15.4% | -8.4% |
| 3M | -10.2% | -40.1% | +29.8% | +7.5% |
| 6M | -17.8% | -62.9% | +45.1% | +13.9% |
| YTD | +52.4% | -34.5% | +86.9% | +70.5% |
| 1Y | +49.8% | -30.2% | +80.0% | +63.6% |
| 3Y | +42.1% | -37.5% | +79.6% | +47.8% |
| All | +42.1% | -38.0% | +80.1% | +47.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling