-82.7%
EOSE vs LBRT
+97.0%
-179.7%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -3.4% | -4.0% | -6.4% |
| 7D | -8.4% | -15.7% | +7.2% | -4.2% |
| 30D | -31.0% | -34.3% | +3.3% | -22.3% |
| 3M | -57.0% | -40.6% | -16.4% | -50.2% |
| 6M | -78.3% | -62.0% | -16.3% | -71.6% |
| YTD | -84.8% | -31.6% | -53.2% | -83.3% |
| 1Y | -90.9% | -25.8% | -65.1% | -90.2% |
| 3Y | +35.9% | -30.4% | +66.3% | +39.5% |
| 5Y | -84.1% | +18.7% | -102.7% | -85.4% |
| All | -82.7% | +97.0% | -179.7% | -80.9% |
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 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