+202.1%
EWT vs LBRT
+21.3%
+180.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.7% |
| 7D | +4.0% | +8.7% | -4.8% | +2.8% |
| 30D | +10.3% | +6.6% | +3.7% | +9.3% |
| 3M | +6.1% | -34.5% | +40.6% | +11.1% |
| 6M | +56.6% | -24.5% | +81.1% | +60.3% |
| YTD | +76.6% | +12.7% | +63.9% | +70.6% |
| 1Y | +97.9% | +94.8% | +3.0% | +75.2% |
| All | +202.1% | +21.3% | +180.8% | +177.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling