+228.6%
EWY vs LBRT
+21.3%
+207.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.5% | +3.1% | +4.4% |
| 7D | +4.8% | +8.7% | -3.9% | +3.6% |
| 30D | +11.7% | +6.6% | +5.1% | +10.6% |
| 3M | -7.4% | -34.5% | +27.1% | -2.9% |
| 6M | +40.6% | -24.5% | +65.1% | +44.2% |
| YTD | +94.3% | +12.7% | +81.5% | +88.9% |
| 1Y | +164.3% | +94.8% | +69.4% | +138.4% |
| All | +228.6% | +21.3% | +207.3% | +200.3% |
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