+478.7%
ETN vs LBRT
+33.5%
+445.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.0% | +3.2% |
| 7D | +2.0% | +8.7% | -6.7% | +0.4% |
| 30D | -7.9% | +6.6% | -14.5% | -9.1% |
| 3M | -1.6% | -34.5% | +32.9% | +5.4% |
| 6M | +16.9% | -24.5% | +41.4% | +21.1% |
| YTD | +30.1% | +12.7% | +17.3% | +24.5% |
| 1Y | +19.3% | +94.8% | -75.5% | +1.9% |
| 3Y | +82.5% | +31.9% | +50.7% | +62.5% |
| 5Y | +166.8% | +111.8% | +55.0% | +106.0% |
| All | +478.7% | +33.5% | +445.2% | +279.8% |
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 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