+75.7%
ESI vs LBRT
+115.1%
-39.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.5% | +2.7% |
| 7D | +3.3% | +8.7% | -5.4% | +1.7% |
| 30D | -5.9% | +6.6% | -12.5% | -7.1% |
| 3M | -14.1% | -34.5% | +20.4% | -7.7% |
| 6M | +6.6% | -24.5% | +31.1% | +10.6% |
| YTD | +45.0% | +12.7% | +32.3% | +38.1% |
| 1Y | +41.5% | +94.8% | -53.4% | +18.9% |
| 3Y | +78.8% | +31.9% | +46.9% | +56.5% |
| All | +75.7% | +115.1% | -39.4% | +32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling