+84.4%
EWJ vs LBRT
+38.7%
+45.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.9% | -4.3% | -0.7% |
| 7D | +2.9% | +6.9% | -4.1% | +2.2% |
| 30D | +1.1% | +7.8% | -6.7% | +0.3% |
| 3M | +7.1% | -25.3% | +32.4% | +9.6% |
| 6M | +16.2% | -19.6% | +35.7% | +17.5% |
| YTD | +22.0% | +17.2% | +4.8% | +18.4% |
| 1Y | +26.2% | +114.1% | -87.9% | +14.3% |
| 3Y | +73.5% | +27.0% | +46.4% | +62.2% |
| 5Y | +52.7% | +128.3% | -75.6% | +31.6% |
| All | +84.4% | +38.7% | +45.6% | +49.9% |
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