+8.1%
EWZ vs LBRT
-25.0%
+33.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -11.2% | +12.8% | +2.2% |
| 7D | -4.1% | -25.3% | +21.3% | -2.6% |
| 30D | -25.0% | -32.9% | +7.9% | -23.1% |
| 3M | -10.6% | -33.3% | +22.7% | -8.6% |
| 6M | -16.6% | -61.0% | +44.4% | -11.9% |
| YTD | +2.5% | -28.0% | +30.5% | -1.1% |
| 1Y | +8.1% | -21.5% | +29.6% | +2.4% |
| All | +8.1% | -25.0% | +33.1% | +2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling