+157.9%
EQX vs LBRT
+21.4%
+136.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -5.9% | +0.8% | -4.9% |
| 7D | -7.0% | +2.3% | -9.3% | -7.1% |
| 30D | +4.8% | -2.9% | +7.8% | +5.0% |
| 3M | +25.6% | -26.1% | +51.8% | +26.9% |
| 6M | -25.8% | -26.2% | +0.3% | -25.3% |
| YTD | -12.7% | +13.7% | -26.4% | -14.9% |
| 1Y | +14.1% | +93.6% | -79.5% | +5.8% |
| All | +157.9% | +21.4% | +136.5% | +136.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling