+127.1%
ET vs LBRT
-22.5%
+149.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.4% | -5.0% | -1.0% |
| 7D | -7.9% | -29.1% | +21.3% | -0.2% |
| 30D | -5.9% | -38.4% | +32.4% | +5.2% |
| 3M | -5.2% | -40.1% | +34.8% | +6.2% |
| 6M | +0.3% | -62.9% | +63.2% | +24.7% |
| YTD | +23.1% | -34.5% | +57.6% | +30.0% |
| 1Y | +22.7% | -30.2% | +53.0% | +26.7% |
| 3Y | +75.4% | -37.5% | +112.8% | +74.3% |
| 5Y | +202.6% | +7.6% | +195.0% | +144.7% |
| All | +127.1% | -22.5% | +149.6% | +52.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling