+52.2%
EW vs LBRT
-38.0%
+90.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.4% | -4.1% | +1.3% |
| 7D | +11.0% | -29.1% | +40.2% | +11.0% |
| 30D | +19.1% | -38.4% | +57.5% | +19.1% |
| 3M | +14.4% | -40.1% | +54.4% | +14.4% |
| 6M | +22.8% | -62.9% | +85.7% | +23.3% |
| YTD | +19.8% | -34.5% | +54.3% | +19.2% |
| 1Y | +23.9% | -30.2% | +54.1% | +23.2% |
| 3Y | +52.2% | -37.5% | +89.7% | +46.6% |
| All | +52.2% | -38.0% | +90.2% | +46.6% |
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