+94.0%
LBRT vs EQH
+2.5%
+91.5%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.2% |
| 7D | +8.3% | +5.5% | +2.8% | +7.2% |
| 30D | +6.1% | +3.2% | +2.9% | +5.5% |
| 3M | -34.8% | +32.5% | -67.3% | -37.5% |
| 6M | -24.8% | +33.7% | -58.6% | -27.7% |
| YTD | +12.2% | +13.4% | -1.2% | +13.2% |
| 1Y | +94.0% | +0.6% | +93.4% | +101.3% |
| All | +94.0% | +2.5% | +91.5% | +101.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 1y: compounded portfolio wealth divided by compounded EQH 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…
1y analysis · Full analysis span regression · 6 months rolling