+19.5%
EWZ vs LBRT
-26.4%
+45.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -13.7% | +12.2% | +0.9% |
| 7D | -4.2% | -34.8% | +30.6% | +2.8% |
| 30D | -26.1% | -43.6% | +17.4% | -18.9% |
| 3M | -12.0% | -41.2% | +29.2% | -4.6% |
| 6M | -19.3% | -66.1% | +46.8% | -4.2% |
| YTD | +0.9% | -37.9% | +38.8% | +5.6% |
| 1Y | +3.4% | -33.9% | +37.3% | +6.6% |
| 3Y | +18.6% | -40.9% | +59.5% | +18.6% |
| 5Y | +56.6% | +2.1% | +54.5% | +34.2% |
| All | +19.5% | -26.4% | +45.9% | -18.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling