+91.0%
EWY vs LBRT
+6.0%
+85.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.4% | -1.3% | +3.2% |
| 7D | -10.4% | -29.1% | +18.8% | -5.9% |
| 30D | -25.4% | -38.4% | +13.0% | -20.1% |
| 3M | -16.5% | -40.1% | +23.5% | -10.4% |
| 6M | -24.7% | -62.9% | +38.2% | -14.6% |
| YTD | +40.9% | -34.5% | +75.5% | +47.9% |
| 1Y | +49.8% | -30.2% | +80.0% | +55.7% |
| 3Y | +134.8% | -37.5% | +172.3% | +138.4% |
| All | +91.0% | +6.0% | +85.0% | +83.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling