+250.0%
EQX vs LBRT
+79.0%
+171.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.5% | -3.8% | -2.5% |
| 7D | -1.4% | +8.7% | -10.1% | -2.0% |
| 30D | +24.4% | +6.6% | +17.8% | +23.6% |
| 3M | +11.6% | -34.5% | +46.1% | +14.9% |
| 6M | -25.0% | -24.5% | -0.5% | -24.1% |
| YTD | -8.4% | +12.7% | -21.1% | -10.8% |
| 1Y | +43.4% | +94.8% | -51.4% | +31.7% |
| 3Y | +162.0% | +31.9% | +130.1% | +145.0% |
| 5Y | +70.1% | +111.8% | -41.7% | +52.2% |
| All | +250.0% | +79.0% | +171.0% | +181.7% |
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 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