+113.6%
EWY vs LBRT
-16.2%
+129.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.1% | -4.4% | +2.6% |
| 7D | -6.3% | -11.9% | +5.6% | -4.6% |
| 30D | -19.8% | -31.9% | +12.1% | -15.7% |
| 3M | -14.4% | -34.9% | +20.4% | -9.6% |
| 6M | -25.3% | -60.7% | +35.4% | -16.3% |
| YTD | +46.2% | -29.2% | +75.4% | +51.0% |
| 1Y | +58.3% | -23.6% | +81.9% | +61.6% |
| 3Y | +155.0% | -26.8% | +181.8% | +153.3% |
| 5Y | +99.5% | +16.3% | +83.1% | +81.5% |
| All | +113.6% | -16.2% | +129.8% | +71.4% |
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