+308.3%
EWT vs LBRT
-16.2%
+324.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +8.1% | -0.9% | +6.3% |
| 7D | -5.0% | -11.9% | +6.9% | -3.7% |
| 30D | -16.3% | -31.9% | +15.6% | -13.0% |
| 3M | -7.2% | -34.9% | +27.7% | -3.2% |
| 6M | -0.5% | -60.7% | +60.2% | +8.6% |
| YTD | +50.6% | -29.2% | +79.8% | +54.0% |
| 1Y | +54.8% | -23.6% | +78.5% | +57.0% |
| 3Y | +155.5% | -26.8% | +182.3% | +153.6% |
| 5Y | +116.4% | +16.3% | +100.1% | +101.4% |
| All | +308.3% | -16.2% | +324.4% | +250.7% |
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 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