+68.1%
ESI vs LBRT
-38.0%
+106.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.4% | -3.5% | +0.7% |
| 7D | -8.5% | -29.1% | +20.6% | -1.7% |
| 30D | -15.7% | -38.4% | +22.7% | -6.7% |
| 3M | -18.2% | -40.1% | +21.8% | -9.1% |
| 6M | -28.8% | -62.9% | +34.1% | -13.7% |
| YTD | +26.3% | -34.5% | +60.8% | +33.5% |
| 1Y | +18.2% | -30.2% | +48.4% | +23.1% |
| 3Y | +68.1% | -37.5% | +105.6% | +72.1% |
| All | +68.1% | -38.0% | +106.1% | +72.1% |
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 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