+164.3%
EWY vs LBRT
+100.7%
+63.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.0% | +3.6% | +4.5% |
| 7D | +4.8% | +8.3% | -3.4% | +3.7% |
| 30D | +11.7% | +6.1% | +5.5% | +10.7% |
| 3M | -7.4% | -34.8% | +27.4% | -3.5% |
| 6M | +40.6% | -24.8% | +65.4% | +44.2% |
| YTD | +94.3% | +12.2% | +82.0% | +90.5% |
| 1Y | +164.3% | +94.0% | +70.3% | +150.0% |
| All | +164.3% | +100.7% | +63.6% | +150.0% |
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