+152.1%
EW vs LBRT
-26.4%
+178.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -13.7% | +15.1% | +2.6% |
| 7D | +6.8% | -34.8% | +41.6% | +10.3% |
| 30D | +16.6% | -43.6% | +60.2% | +21.8% |
| 3M | +13.3% | -41.2% | +54.6% | +17.7% |
| 6M | +21.6% | -66.1% | +87.7% | +31.8% |
| YTD | +18.3% | -37.9% | +56.1% | +20.6% |
| 1Y | +21.7% | -33.9% | +55.6% | +23.2% |
| 3Y | +50.3% | -40.9% | +91.2% | +48.9% |
| 5Y | -15.0% | +2.1% | -17.1% | -23.0% |
| All | +152.1% | -26.4% | +178.5% | +90.7% |
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