+43.0%
LBRT vs EFV
+103.4%
-60.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +4.5% |
| 7D | +10.2% | -0.5% | +10.7% | +10.9% |
| 30D | +4.9% | 0.0% | +4.9% | +4.6% |
| 3M | -21.2% | +8.4% | -29.7% | -30.8% |
| 6M | -19.9% | +12.3% | -32.3% | -35.1% |
| YTD | +20.8% | +17.4% | +3.4% | -9.1% |
| 1Y | +123.5% | +27.1% | +96.4% | +47.8% |
| 3Y | +30.9% | +90.7% | -59.8% | -55.5% |
| 5Y | +136.3% | +95.6% | +40.7% | -22.6% |
| All | +43.0% | +103.4% | -60.4% | -51.6% |
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