+20.3%
EWZ vs LBRT
-22.5%
+42.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.4% | -4.7% | -0.3% |
| 7D | -1.5% | -29.1% | +27.7% | +4.1% |
| 30D | -24.5% | -38.4% | +13.9% | -18.5% |
| 3M | -10.7% | -40.1% | +29.4% | -3.4% |
| 6M | -19.1% | -62.9% | +43.8% | -5.6% |
| YTD | +1.6% | -34.5% | +36.1% | +5.3% |
| 1Y | +4.3% | -30.2% | +34.5% | +6.5% |
| 3Y | +19.0% | -37.5% | +56.4% | +17.8% |
| 5Y | +57.7% | +7.6% | +50.1% | +33.9% |
| All | +20.3% | -22.5% | +42.8% | -18.6% |
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 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