+55.0%
EWZ vs LBRT
+114.2%
-59.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.9% |
| 7D | +6.5% | +8.3% | -1.8% | +5.2% |
| 30D | +4.8% | +6.1% | -1.3% | +3.7% |
| 3M | +9.9% | -34.8% | +44.7% | +16.2% |
| 6M | +1.9% | -24.8% | +26.8% | +4.7% |
| YTD | +20.3% | +12.2% | +8.1% | +15.0% |
| 1Y | +35.6% | +94.0% | -58.4% | +16.6% |
| 3Y | +43.4% | +31.3% | +12.2% | +25.6% |
| All | +55.0% | +114.2% | -59.2% | +17.1% |
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