+21.0%
EWZ vs LBRT
-19.0%
+40.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +2.0% | -0.8% |
| 7D | +1.3% | -15.7% | +17.0% | +4.0% |
| 30D | -26.2% | -34.3% | +8.1% | -21.2% |
| 3M | -8.6% | -40.6% | +32.0% | -1.0% |
| 6M | -17.0% | -62.0% | +45.0% | -3.6% |
| YTD | +2.2% | -31.6% | +33.8% | +5.0% |
| 1Y | +2.7% | -25.8% | +28.5% | +3.7% |
| 3Y | +18.2% | -30.4% | +48.6% | +14.7% |
| 5Y | +56.0% | +18.7% | +37.3% | +30.0% |
| All | +21.0% | -19.0% | +40.0% | -18.9% |
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