-61.5%
EOSE vs LBRT
+224.8%
-286.3%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.5% | +9.4% | +10.4% |
| 7D | +19.0% | +8.7% | +10.3% | +16.1% |
| 30D | +1.6% | +6.6% | -5.0% | -0.4% |
| 3M | -52.0% | -34.5% | -17.5% | -46.2% |
| 6M | -42.5% | -24.5% | -18.0% | -38.7% |
| YTD | -66.1% | +12.7% | -78.9% | -67.7% |
| 1Y | -47.1% | +94.8% | -142.0% | -57.5% |
| 3Y | +0.8% | +31.9% | -31.1% | -14.1% |
| 5Y | -71.7% | +111.8% | -183.5% | -77.4% |
| All | -61.5% | +224.8% | -286.3% | -63.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling