+56.6%
EWZ vs LBRT
+1.0%
+55.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -13.7% | +12.2% | +0.4% |
| 7D | -4.2% | -34.8% | +30.6% | +1.5% |
| 30D | -26.1% | -43.6% | +17.4% | -20.3% |
| 3M | -12.0% | -41.2% | +29.2% | -6.0% |
| 6M | -19.3% | -66.1% | +46.8% | -6.9% |
| YTD | +0.9% | -37.9% | +38.8% | +4.2% |
| 1Y | +3.4% | -33.9% | +37.3% | +5.4% |
| 3Y | +18.6% | -40.9% | +59.5% | +17.2% |
| 5Y | +56.6% | +2.1% | +54.5% | +39.0% |
| All | +56.6% | +1.0% | +55.6% | +39.0% |
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