+153.4%
ET vs LBRT
+33.5%
+120.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.8% | 0.0% |
| 7D | +0.9% | +8.3% | -7.4% | -1.1% |
| 30D | +7.5% | +6.1% | +1.3% | +5.6% |
| 3M | +11.4% | -34.8% | +46.2% | +21.9% |
| 6M | +18.5% | -24.8% | +43.4% | +24.0% |
| YTD | +37.4% | +12.2% | +25.2% | +28.3% |
| 1Y | +30.9% | +94.0% | -63.0% | +2.7% |
| 3Y | +98.7% | +31.3% | +67.5% | +64.4% |
| 5Y | +230.7% | +111.8% | +118.9% | +125.7% |
| All | +153.4% | +33.5% | +120.0% | +50.4% |
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