+283.8%
ETR vs LBRT
-22.5%
+306.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.4% | -5.1% | -0.2% |
| 7D | +0.4% | -29.1% | +29.5% | +2.7% |
| 30D | +7.5% | -38.4% | +45.9% | +11.0% |
| 3M | +4.4% | -40.1% | +44.5% | +7.9% |
| 6M | -1.5% | -62.9% | +61.3% | +4.9% |
| YTD | +21.8% | -34.5% | +56.3% | +23.7% |
| 1Y | +18.4% | -30.2% | +48.6% | +19.5% |
| 3Y | +148.5% | -37.5% | +186.0% | +147.7% |
| 5Y | +152.6% | +7.6% | +145.0% | +136.9% |
| All | +283.8% | -22.5% | +306.3% | +188.9% |
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