+2.1%
EWZ vs LBRT
-17.1%
+19.2%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.3% |
| 7D | +0.8% | +9.2% | -8.4% | +0.2% |
| 30D | -24.4% | -27.5% | +3.2% | -23.1% |
| 3M | -4.6% | -37.9% | +33.3% | -2.1% |
| 6M | -11.6% | -60.7% | +49.1% | -7.0% |
| YTD | +2.4% | -28.5% | +30.9% | -1.5% |
| 1Y | +2.1% | -13.2% | +15.3% | -5.2% |
| All | +2.1% | -17.1% | +19.2% | -5.2% |
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