+131.1%
EQX vs LBRT
-27.1%
+158.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.3% |
| 7D | -10.5% | +9.2% | -19.7% | -10.6% |
| 30D | +0.2% | -27.5% | +27.7% | +0.7% |
| 3M | -7.9% | -37.9% | +30.0% | -7.1% |
| 6M | -28.6% | -60.7% | +32.1% | -27.2% |
| YTD | -26.3% | -28.5% | +2.2% | -27.2% |
| 1Y | -20.2% | -13.2% | -7.0% | -22.1% |
| 3Y | +131.1% | -28.8% | +159.9% | +129.6% |
| All | +131.1% | -27.1% | +158.2% | +129.6% |
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