+65.6%
EWJ vs LBRT
-27.1%
+92.7%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.2% |
| 7D | +4.0% | +9.2% | -5.2% | +3.0% |
| 30D | -4.3% | -27.5% | +23.3% | -1.4% |
| 3M | -6.8% | -37.9% | +31.1% | -2.7% |
| 6M | -0.9% | -60.7% | +59.8% | +8.0% |
| YTD | +14.3% | -28.5% | +42.8% | +14.8% |
| 1Y | +15.3% | -13.2% | +28.5% | +12.8% |
| 3Y | +65.6% | -28.8% | +94.4% | +62.1% |
| All | +65.6% | -27.1% | +92.7% | +62.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling