+208.3%
ESI vs LBRT
-19.0%
+227.4%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | +0.1% |
| 7D | -6.6% | -15.7% | +9.0% | -3.4% |
| 30D | -9.8% | -34.3% | +24.4% | -2.0% |
| 3M | -11.9% | -40.6% | +28.7% | -2.4% |
| 6M | -25.1% | -62.0% | +36.9% | -10.2% |
| YTD | +31.9% | -31.6% | +63.5% | +38.6% |
| 1Y | +19.2% | -25.8% | +45.0% | +22.9% |
| 3Y | +76.2% | -30.4% | +106.5% | +75.5% |
| 5Y | +39.4% | +18.7% | +20.7% | +18.8% |
| All | +208.3% | -19.0% | +227.4% | +130.2% |
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