-67.8%
EOSE vs LBRT
+116.2%
-184.0%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +3.9% | +6.9% | +9.4% |
| 7D | +41.4% | +6.9% | +34.5% | +38.3% |
| 30D | +3.6% | +7.8% | -4.2% | +0.8% |
| 3M | -35.7% | -25.3% | -10.5% | -29.6% |
| 6M | -29.9% | -19.6% | -10.3% | -26.0% |
| YTD | -62.5% | +17.2% | -79.6% | -65.3% |
| 1Y | -37.4% | +114.1% | -151.5% | -54.4% |
| 3Y | +55.8% | +27.0% | +28.8% | +27.8% |
| 5Y | -67.8% | +128.3% | -196.1% | -78.7% |
| All | -67.8% | +116.2% | -184.0% | -78.7% |
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