+124.8%
EW vs LBRT
+33.5%
+91.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | 0.0% |
| 7D | -0.3% | +8.3% | -8.6% | -1.0% |
| 30D | +1.0% | +6.1% | -5.1% | +0.4% |
| 3M | +2.8% | -34.8% | +37.6% | +6.1% |
| 6M | +5.5% | -24.8% | +30.3% | +7.1% |
| YTD | +5.5% | +12.2% | -6.8% | +2.9% |
| 1Y | +11.0% | +94.0% | -82.9% | +2.2% |
| 3Y | +17.7% | +31.3% | -13.6% | +8.9% |
| 5Y | -25.7% | +111.8% | -137.6% | -37.0% |
| All | +124.8% | +33.5% | +91.3% | +62.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling