-26.8%
LBRT vs EFV
+91.1%
-118.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +2.7% | +5.4% | +5.2% |
| 7D | -11.9% | +1.7% | -13.7% | -13.7% |
| 30D | -31.9% | +3.4% | -35.4% | -34.6% |
| 3M | -34.9% | -1.7% | -33.2% | -33.9% |
| 6M | -60.7% | +6.4% | -67.1% | -63.4% |
| YTD | -29.2% | +16.3% | -45.5% | -42.8% |
| 1Y | -23.6% | +22.9% | -46.5% | -43.2% |
| 3Y | -26.8% | +92.8% | -119.7% | -70.9% |
| All | -26.8% | +91.1% | -118.0% | -70.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling