+128.3%
LBRT vs EFV
+96.3%
+32.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.7% | +4.6% | +4.8% |
| 7D | +6.9% | +1.0% | +6.0% | +5.6% |
| 30D | +7.8% | +0.2% | +7.6% | +7.4% |
| 3M | -25.3% | +9.6% | -34.9% | -33.2% |
| 6M | -19.6% | +14.0% | -33.6% | -32.7% |
| YTD | +17.2% | +18.5% | -1.3% | -7.0% |
| 1Y | +114.1% | +27.9% | +86.2% | +53.5% |
| 3Y | +27.0% | +92.4% | -65.4% | -45.7% |
| 5Y | +128.3% | +97.2% | +31.1% | -1.6% |
| All | +128.3% | +96.3% | +32.0% | -1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling