+42.4%
EWZ vs LBRT
+33.5%
+9.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.0% |
| 7D | +6.5% | +8.7% | -2.2% | +4.9% |
| 30D | +4.8% | +6.6% | -1.8% | +3.4% |
| 3M | +9.9% | -34.5% | +44.4% | +17.2% |
| 6M | +1.9% | -24.5% | +26.4% | +5.1% |
| YTD | +20.3% | +12.7% | +7.6% | +14.4% |
| 1Y | +35.6% | +94.8% | -59.2% | +14.5% |
| 3Y | +43.4% | +31.9% | +11.6% | +24.7% |
| 5Y | +55.9% | +111.8% | -55.9% | +17.4% |
| All | +42.4% | +33.5% | +9.0% | -11.6% |
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 2016-09-04 to 2026-09-04: 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling