-29.2%
ETHA vs LBRT
+7.6%
-36.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.1% | -3.8% | -1.4% |
| 7D | +2.9% | +10.2% | -7.2% | +0.8% |
| 30D | +31.4% | +4.9% | +26.5% | +29.6% |
| 3M | +48.9% | -21.2% | +70.1% | +55.3% |
| 6M | +20.9% | -19.9% | +40.8% | +24.2% |
| YTD | -17.2% | +20.8% | -37.9% | -25.4% |
| 1Y | -42.8% | +123.5% | -166.3% | -58.7% |
| All | -29.2% | +7.6% | -36.8% | -36.8% |
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