+133.2%
ET vs LBRT
-19.0%
+152.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.4% | +5.2% | +2.6% |
| 7D | -1.9% | -15.7% | +13.8% | +1.9% |
| 30D | -3.1% | -34.3% | +31.2% | +6.6% |
| 3M | -3.9% | -40.6% | +36.7% | +7.8% |
| 6M | +4.0% | -62.0% | +66.0% | +28.5% |
| YTD | +26.4% | -31.6% | +58.0% | +31.9% |
| 1Y | +24.9% | -25.8% | +50.7% | +26.8% |
| 3Y | +85.2% | -30.4% | +115.6% | +78.7% |
| 5Y | +218.3% | +18.7% | +199.6% | +150.6% |
| All | +133.2% | -19.0% | +152.3% | +54.9% |
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