-58.8%
EOSE vs LBRT
+248.0%
-306.8%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.1% | -6.6% | -4.4% |
| 7D | +15.0% | +10.2% | +4.8% | +11.8% |
| 30D | +2.5% | +4.9% | -2.4% | +1.1% |
| 3M | -33.7% | -21.2% | -12.5% | -29.6% |
| 6M | -32.7% | -19.9% | -12.8% | -29.5% |
| YTD | -63.8% | +20.8% | -84.6% | -66.2% |
| 1Y | -40.5% | +123.5% | -164.1% | -54.1% |
| 3Y | +50.4% | +30.9% | +19.4% | +29.1% |
| 5Y | -68.6% | +136.3% | -204.8% | -75.5% |
| All | -58.8% | +248.0% | -306.8% | -61.2% |
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