+96.4%
ET vs LBRT
+26.0%
+70.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.1% |
| 7D | +0.9% | +8.7% | -7.8% | -0.4% |
| 30D | +7.5% | +6.6% | +0.9% | +6.3% |
| 3M | +11.4% | -34.5% | +45.9% | +18.0% |
| 6M | +18.5% | -24.5% | +43.0% | +22.0% |
| YTD | +37.4% | +12.7% | +24.7% | +30.8% |
| 1Y | +30.9% | +94.8% | -63.9% | +9.3% |
| All | +96.4% | +26.0% | +70.5% | +73.5% |
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