+118.5%
EWY vs LBRT
-16.2%
+134.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | +10.4% | +13.8% | -3.4% | +8.5% |
| 30D | -12.7% | -32.4% | +19.7% | -8.1% |
| 3M | -17.3% | -39.9% | +22.6% | -11.8% |
| 6M | -18.6% | -60.8% | +42.3% | -8.7% |
| YTD | +49.5% | -29.3% | +78.8% | +54.5% |
| 1Y | +55.0% | -18.9% | +73.8% | +57.2% |
| 3Y | +159.0% | -28.0% | +187.0% | +157.8% |
| 5Y | +102.5% | +26.6% | +75.9% | +82.4% |
| All | +118.5% | -16.2% | +134.8% | +75.4% |
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