-82.9%
EOSE vs LBRT
+16.1%
-99.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +8.1% | -0.1% | +5.2% |
| 7D | +6.8% | -11.9% | +18.7% | +10.9% |
| 30D | -25.4% | -31.9% | +6.6% | -15.2% |
| 3M | -54.7% | -34.9% | -19.8% | -47.8% |
| 6M | -76.5% | -60.7% | -15.9% | -68.1% |
| YTD | -83.6% | -29.2% | -54.4% | -82.0% |
| 1Y | -89.7% | -23.6% | -66.1% | -89.0% |
| 3Y | +38.7% | -26.8% | +65.6% | +37.6% |
| 5Y | -82.9% | +16.3% | -99.2% | -85.2% |
| All | -82.9% | +16.1% | -99.0% | -85.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling