-8.2%
EW vs LBRT
+28.1%
-36.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.2% |
| 7D | +4.9% | +9.2% | -4.3% | +4.5% |
| 30D | +23.9% | -27.5% | +51.5% | +25.3% |
| 3M | +15.8% | -37.9% | +53.7% | +17.8% |
| 6M | +31.7% | -60.7% | +92.4% | +36.7% |
| YTD | +25.7% | -28.5% | +54.2% | +25.7% |
| 1Y | +24.4% | -13.2% | +37.6% | +23.0% |
| 3Y | +65.9% | -28.8% | +94.6% | +60.8% |
| All | -8.2% | +28.1% | -36.2% | -19.3% |
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