+153.6%
ET vs LBRT
+38.7%
+114.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.9% | -3.9% | -0.9% |
| 7D | +0.4% | +6.9% | -6.5% | -1.3% |
| 30D | +6.9% | +7.8% | -0.9% | +4.6% |
| 3M | +13.1% | -25.3% | +38.3% | +19.6% |
| 6M | +18.7% | -19.6% | +38.3% | +22.1% |
| YTD | +37.4% | +17.2% | +20.3% | +26.9% |
| 1Y | +34.8% | +114.1% | -79.3% | +3.0% |
| 3Y | +96.8% | +27.0% | +69.8% | +64.6% |
| 5Y | +238.2% | +128.3% | +109.9% | +126.3% |
| All | +153.6% | +38.7% | +114.8% | +49.0% |
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