+14.2%
ETN vs LBRT
+110.8%
-96.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.9% | +4.4% | -0.5% |
| 7D | +3.0% | +2.3% | +0.7% | +2.6% |
| 30D | -10.9% | -2.9% | -8.0% | -10.6% |
| 3M | +9.2% | -26.1% | +35.4% | +12.8% |
| 6M | +13.9% | -26.2% | +40.1% | +17.1% |
| YTD | +29.5% | +13.7% | +15.9% | +24.3% |
| 1Y | +14.2% | +93.6% | -79.4% | +9.0% |
| All | +14.2% | +110.8% | -96.6% | +9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling