-47.1%
EOSE vs LBRT
+100.7%
-147.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.0% | +9.8% | +10.5% |
| 7D | +19.0% | +8.3% | +10.8% | +16.1% |
| 30D | +1.6% | +6.1% | -4.6% | -0.3% |
| 3M | -52.0% | -34.8% | -17.2% | -47.1% |
| 6M | -42.5% | -24.8% | -17.7% | -38.8% |
| YTD | -66.1% | +12.2% | -78.4% | -65.8% |
| 1Y | -47.1% | +94.0% | -141.1% | -41.9% |
| All | -47.1% | +100.7% | -147.9% | -41.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling