-28.8%
LBRT vs EQH
+129.3%
-158.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.2% | +0.6% |
| 7D | +9.2% | +6.5% | +2.7% | +5.4% |
| 30D | -27.5% | +6.1% | -33.6% | -29.9% |
| 3M | -37.9% | +6.2% | -44.1% | -40.1% |
| 6M | -60.7% | +38.1% | -98.8% | -67.7% |
| YTD | -28.5% | +20.2% | -48.7% | -36.5% |
| 1Y | -13.2% | +27.6% | -40.8% | -26.3% |
| 3Y | -28.8% | +128.8% | -157.6% | -55.2% |
| All | -28.8% | +129.3% | -158.1% | -55.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling