+156.5%
ETR vs LBRT
-27.9%
+184.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +1.5% | +13.8% | -12.3% | +0.8% |
| 30D | +6.6% | -32.4% | +39.0% | +8.7% |
| 3M | +4.4% | -39.9% | +44.3% | +7.1% |
| 6M | -0.3% | -60.8% | +60.6% | +4.7% |
| YTD | +23.3% | -29.3% | +52.6% | +23.5% |
| 1Y | +18.9% | -18.9% | +37.7% | +17.8% |
| All | +156.5% | -27.9% | +184.4% | +152.8% |
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 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