-82.0%
EOSE vs LBRT
+103.8%
-185.8%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | +0.2% | -9.2% | -9.1% |
| 7D | -3.7% | +13.8% | -17.6% | -7.3% |
| 30D | -22.0% | -32.4% | +10.4% | -12.8% |
| 3M | -57.3% | -39.9% | -17.4% | -50.7% |
| 6M | -77.7% | -60.8% | -16.8% | -71.1% |
| YTD | -84.2% | -29.3% | -54.9% | -82.8% |
| 1Y | -89.5% | -18.9% | -70.6% | -89.0% |
| 3Y | +41.4% | -28.0% | +69.4% | +43.8% |
| 5Y | -83.0% | +26.6% | -109.6% | -84.6% |
| All | -82.0% | +103.8% | -185.8% | -80.3% |
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