+19.6%
EWZ vs LBRT
-16.2%
+35.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | +0.1% | +13.8% | -13.8% | -2.3% |
| 30D | -25.9% | -32.4% | +6.5% | -21.2% |
| 3M | -6.1% | -39.9% | +33.7% | +1.5% |
| 6M | -16.1% | -60.8% | +44.7% | -3.0% |
| YTD | +1.0% | -29.3% | +30.3% | +3.2% |
| 1Y | 0.0% | -18.9% | +18.8% | -0.7% |
| 3Y | +16.8% | -28.0% | +44.8% | +12.6% |
| 5Y | +52.1% | +26.6% | +25.5% | +25.2% |
| All | +19.6% | -16.2% | +35.8% | -20.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling