+91.3%
EWT vs LBRT
+106.9%
-15.6%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.9% | -4.5% | -0.9% |
| 7D | +1.6% | +6.9% | -5.3% | +1.0% |
| 30D | +8.2% | +7.8% | +0.4% | +7.3% |
| 3M | +11.1% | -25.3% | +36.3% | +12.9% |
| 6M | +60.4% | -19.6% | +80.0% | +61.7% |
| YTD | +75.6% | +17.2% | +58.4% | +71.6% |
| 1Y | +91.3% | +114.1% | -22.8% | +81.0% |
| All | +91.3% | +106.9% | -15.6% | +81.0% |
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