+84.7%
ET vs LBRT
-28.0%
+112.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.2% | -0.4% |
| 7D | +1.8% | -1.9% | +3.7% | +1.8% |
| 30D | -3.0% | -32.0% | +29.1% | +2.4% |
| 3M | -4.7% | -39.7% | +35.0% | +2.1% |
| 6M | +2.7% | -61.1% | +63.8% | +16.9% |
| YTD | +26.5% | -29.4% | +55.9% | +28.6% |
| 1Y | +25.0% | -24.5% | +49.4% | +24.9% |
| All | +84.7% | -28.0% | +112.6% | +79.5% |
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