-16.2%
LBRT vs EFV
+100.4%
-116.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.4% |
| 7D | +13.8% | +0.7% | +13.1% | +12.6% |
| 30D | -32.4% | +2.0% | -34.4% | -34.9% |
| 3M | -39.9% | -1.6% | -38.3% | -38.9% |
| 6M | -60.8% | +5.8% | -66.6% | -64.4% |
| YTD | -29.3% | +15.6% | -44.9% | -45.9% |
| 1Y | -18.9% | +19.0% | -37.8% | -40.7% |
| 3Y | -28.0% | +90.7% | -118.6% | -75.7% |
| 5Y | +26.6% | +92.8% | -66.2% | -58.2% |
| All | -16.2% | +100.4% | -116.6% | -71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 10y: compounded portfolio wealth divided by compounded EFV 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…
10y analysis · Full analysis span regression · 6 months rolling