+72.7%
EWJ vs LBRT
-15.3%
+88.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.2% |
| 7D | +4.0% | +9.2% | -5.2% | +3.1% |
| 30D | -4.3% | -27.5% | +23.3% | -1.5% |
| 3M | -6.8% | -37.9% | +31.1% | -2.9% |
| 6M | -0.9% | -60.7% | +59.8% | +7.4% |
| YTD | +14.3% | -28.5% | +42.8% | +15.8% |
| 1Y | +15.3% | -13.2% | +28.5% | +14.5% |
| 3Y | +65.6% | -28.8% | +94.4% | +63.3% |
| 5Y | +47.5% | +28.0% | +19.5% | +34.4% |
| All | +72.7% | -15.3% | +88.0% | +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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling