+160.0%
EW vs LBRT
-19.0%
+179.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | -0.4% |
| 7D | +9.3% | -15.7% | +24.9% | +10.6% |
| 30D | +22.1% | -34.3% | +56.3% | +25.9% |
| 3M | +13.0% | -40.6% | +53.6% | +17.3% |
| 6M | +30.1% | -62.0% | +92.1% | +39.6% |
| YTD | +22.0% | -31.6% | +53.6% | +23.4% |
| 1Y | +23.7% | -25.8% | +49.5% | +24.0% |
| 3Y | +62.0% | -30.4% | +92.4% | +58.0% |
| 5Y | -12.4% | +18.7% | -31.1% | -21.8% |
| All | +160.0% | -19.0% | +179.1% | +95.1% |
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