+484.8%
ETN vs LBRT
+43.0%
+441.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.1% | -4.7% | -2.2% |
| 7D | +6.2% | +10.2% | -3.9% | +4.3% |
| 30D | -6.7% | +4.9% | -11.5% | -7.6% |
| 3M | +3.6% | -21.2% | +24.8% | +7.2% |
| 6M | +18.3% | -19.9% | +38.3% | +21.3% |
| YTD | +31.5% | +20.8% | +10.7% | +24.2% |
| 1Y | +20.6% | +123.5% | -103.0% | +0.3% |
| 3Y | +82.5% | +30.9% | +51.6% | +62.8% |
| 5Y | +177.8% | +136.3% | +41.5% | +110.1% |
| All | +484.8% | +43.0% | +441.8% | +278.9% |
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