+85.6%
ETN vs LBRT
+27.1%
+58.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.9% | -1.2% | +1.9% |
| 7D | +8.0% | +6.9% | +1.1% | +6.6% |
| 30D | -5.9% | +7.8% | -13.7% | -7.4% |
| 3M | +5.0% | -25.3% | +30.2% | +10.1% |
| 6M | +22.4% | -19.6% | +42.0% | +25.4% |
| YTD | +33.6% | +17.2% | +16.5% | +25.4% |
| 1Y | +22.1% | +114.1% | -92.0% | -1.1% |
| 3Y | +85.6% | +27.0% | +58.6% | +66.6% |
| All | +85.6% | +27.1% | +58.5% | +66.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling