+378.8%
EWT vs LBRT
+33.5%
+345.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.7% |
| 7D | +4.0% | +8.7% | -4.8% | +3.1% |
| 30D | +10.3% | +6.6% | +3.7% | +9.5% |
| 3M | +6.1% | -34.5% | +40.6% | +10.1% |
| 6M | +56.6% | -24.5% | +81.1% | +59.7% |
| YTD | +76.6% | +12.7% | +63.9% | +72.4% |
| 1Y | +97.9% | +94.8% | +3.0% | +81.6% |
| 3Y | +198.0% | +31.9% | +166.1% | +178.7% |
| 5Y | +151.8% | +111.8% | +39.9% | +120.3% |
| All | +378.8% | +33.5% | +345.3% | +292.6% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling