-9.0%
EW vs LBRT
+18.3%
-27.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | -0.5% |
| 7D | +9.3% | -15.7% | +24.9% | +9.9% |
| 30D | +22.1% | -34.3% | +56.3% | +23.9% |
| 3M | +13.0% | -40.6% | +53.6% | +15.2% |
| 6M | +30.1% | -62.0% | +92.1% | +35.2% |
| YTD | +22.0% | -31.6% | +53.6% | +22.2% |
| 1Y | +23.7% | -25.8% | +49.5% | +23.2% |
| 3Y | +62.0% | -30.4% | +92.4% | +56.9% |
| All | -9.0% | +18.3% | -27.4% | -18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling