+156.3%
ETR vs LBRT
-27.1%
+183.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.2% |
| 7D | +1.2% | +9.2% | -8.0% | +0.7% |
| 30D | +7.0% | -27.5% | +34.5% | +8.7% |
| 3M | +4.6% | -37.9% | +42.5% | +7.1% |
| 6M | +0.1% | -60.7% | +60.8% | +5.1% |
| YTD | +23.2% | -28.5% | +51.7% | +23.3% |
| 1Y | +20.6% | -13.2% | +33.8% | +18.9% |
| 3Y | +156.3% | -28.8% | +185.0% | +152.4% |
| All | +156.3% | -27.1% | +183.4% | +152.4% |
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