+272.4%
ETR vs LBRT
+33.5%
+238.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.6% |
| 7D | +1.4% | +8.7% | -7.3% | +0.8% |
| 30D | +1.0% | +6.6% | -5.6% | +0.4% |
| 3M | -1.3% | -34.5% | +33.2% | +1.4% |
| 6M | +1.9% | -24.5% | +26.4% | +3.2% |
| YTD | +18.2% | +12.7% | +5.4% | +15.8% |
| 1Y | +24.7% | +94.8% | -70.2% | +16.4% |
| 3Y | +150.7% | +31.9% | +118.8% | +137.0% |
| 5Y | +127.0% | +111.8% | +15.2% | +102.6% |
| All | +272.4% | +33.5% | +238.9% | +170.5% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling