+288.1%
ETR vs LBRT
-16.2%
+304.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +8.1% | -7.0% | +0.5% |
| 7D | +1.7% | -11.9% | +13.7% | +2.5% |
| 30D | +8.7% | -31.9% | +40.7% | +11.5% |
| 3M | +4.9% | -34.9% | +39.8% | +7.7% |
| 6M | +0.8% | -60.7% | +61.4% | +7.0% |
| YTD | +23.1% | -29.2% | +52.3% | +24.3% |
| 1Y | +17.9% | -23.6% | +41.5% | +18.2% |
| 3Y | +154.5% | -26.8% | +181.4% | +150.7% |
| 5Y | +160.3% | +16.3% | +143.9% | +142.7% |
| All | +288.1% | -16.2% | +304.3% | +190.5% |
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 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