-89.5%
EOSE vs LBRT
-23.3%
-66.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | +0.2% | -9.2% | -9.1% |
| 7D | -3.7% | +13.8% | -17.6% | -8.6% |
| 30D | -22.0% | -32.4% | +10.4% | -8.7% |
| 3M | -57.3% | -39.9% | -17.4% | -47.6% |
| 6M | -77.7% | -60.8% | -16.8% | -68.1% |
| YTD | -84.2% | -29.3% | -54.9% | -83.5% |
| 1Y | -89.5% | -18.9% | -70.6% | -90.1% |
| All | -89.5% | -23.3% | -66.2% | -90.1% |
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