+157.0%
EWY vs LBRT
-27.1%
+184.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.0% |
| 7D | +4.2% | +9.2% | -5.0% | +2.6% |
| 30D | -10.7% | -27.5% | +16.9% | -6.3% |
| 3M | -20.1% | -37.9% | +17.8% | -14.3% |
| 6M | -24.3% | -60.7% | +36.4% | -14.6% |
| YTD | +46.9% | -28.5% | +75.4% | +52.7% |
| 1Y | +55.2% | -13.2% | +68.4% | +57.3% |
| 3Y | +157.0% | -28.8% | +185.7% | +154.5% |
| All | +157.0% | -27.1% | +184.0% | +154.5% |
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