+57.8%
EWZ vs LBRT
+6.0%
+51.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.4% | -4.7% | -0.1% |
| 7D | -1.5% | -29.1% | +27.7% | +3.0% |
| 30D | -24.5% | -38.4% | +13.9% | -19.6% |
| 3M | -10.7% | -40.1% | +29.4% | -4.8% |
| 6M | -19.1% | -62.9% | +43.8% | -7.9% |
| YTD | +1.6% | -34.5% | +36.1% | +4.1% |
| 1Y | +4.3% | -30.2% | +34.5% | +5.5% |
| 3Y | +19.0% | -37.5% | +56.4% | +16.6% |
| All | +57.8% | +6.0% | +51.8% | +39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling