+124.8%
EW vs LBRT
+33.5%
+91.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.3% | 0.0% |
| 7D | -0.3% | +8.7% | -9.1% | -1.1% |
| 30D | +1.0% | +6.6% | -5.6% | +0.4% |
| 3M | +2.8% | -34.5% | +37.3% | +6.1% |
| 6M | +5.5% | -24.5% | +30.0% | +7.1% |
| YTD | +5.5% | +12.7% | -7.3% | +2.9% |
| 1Y | +11.0% | +94.8% | -83.8% | +2.2% |
| 3Y | +17.7% | +31.9% | -14.2% | +8.8% |
| 5Y | -25.7% | +111.8% | -137.6% | -37.0% |
| All | +124.8% | +33.5% | +91.3% | +62.7% |
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