+238.8%
EQX vs LBRT
+82.3%
+156.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.7% | +1.6% |
| 7D | -3.2% | +1.8% | -5.0% | -3.3% |
| 30D | +7.8% | -2.5% | +10.2% | +7.9% |
| 3M | +21.3% | -24.9% | +46.2% | +23.5% |
| 6M | -22.4% | -29.5% | +7.0% | -20.9% |
| YTD | -11.3% | +14.7% | -26.1% | -13.8% |
| 1Y | +13.5% | +91.7% | -78.2% | +4.4% |
| 3Y | +162.1% | +24.6% | +137.5% | +146.7% |
| 5Y | +84.2% | +127.7% | -43.5% | +64.2% |
| All | +238.8% | +82.3% | +156.6% | +172.3% |
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