+39.2%
ESI vs LBRT
+106.9%
-67.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.9% | -3.4% | 0.0% |
| 7D | +5.4% | +6.9% | -1.6% | +4.4% |
| 30D | -4.2% | +7.8% | -12.0% | -5.2% |
| 3M | -9.6% | -25.3% | +15.7% | -7.0% |
| 6M | +18.3% | -19.6% | +37.9% | +20.2% |
| YTD | +45.8% | +17.2% | +28.7% | +39.7% |
| 1Y | +39.2% | +114.1% | -74.9% | +27.1% |
| All | +39.2% | +106.9% | -67.8% | +27.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling