+377.0%
EWT vs LBRT
+43.0%
+334.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -2.9% | -0.1% |
| 7D | +2.1% | +10.2% | -8.1% | +1.1% |
| 30D | +9.4% | +4.9% | +4.5% | +8.8% |
| 3M | +10.9% | -21.2% | +32.1% | +12.9% |
| 6M | +57.9% | -19.9% | +77.9% | +60.1% |
| YTD | +75.9% | +20.8% | +55.1% | +70.6% |
| 1Y | +89.7% | +123.5% | -33.8% | +71.7% |
| 3Y | +200.9% | +30.9% | +169.9% | +181.5% |
| 5Y | +154.5% | +136.3% | +18.2% | +120.3% |
| All | +377.0% | +43.0% | +334.0% | +288.4% |
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