+10.7%
LBRT vs EQH
+234.7%
-224.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | 0.0% |
| 7D | +1.8% | +0.7% | +1.1% | +1.2% |
| 30D | -2.5% | +2.8% | -5.3% | -4.7% |
| 3M | -24.9% | +23.1% | -48.0% | -35.5% |
| 6M | -29.5% | +41.4% | -70.9% | -46.2% |
| YTD | +14.7% | +14.3% | +0.5% | +0.8% |
| 1Y | +91.7% | +1.6% | +90.1% | +81.6% |
| 3Y | +24.6% | +102.7% | -78.1% | -29.0% |
| 5Y | +127.7% | +104.5% | +23.2% | +24.3% |
| All | +10.7% | +234.7% | -224.0% | -54.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling