+55.2%
EWT vs LBRT
-25.0%
+80.2%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -11.2% | +10.0% | +0.4% |
| 7D | -10.9% | -25.3% | +14.4% | -7.2% |
| 30D | -17.7% | -32.9% | +15.1% | -13.3% |
| 3M | -5.0% | -33.3% | +28.3% | +0.1% |
| 6M | +7.4% | -61.0% | +68.3% | +17.4% |
| YTD | +52.8% | -28.0% | +80.8% | +56.7% |
| 1Y | +55.2% | -21.5% | +76.7% | +56.7% |
| All | +55.2% | -25.0% | +80.2% | +56.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling