+23.4%
LBRT vs EQH
+97.5%
-74.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.0% | -6.9% | -6.4% |
| 7D | +2.3% | -1.8% | +4.1% | +3.2% |
| 30D | -2.9% | +2.4% | -5.4% | -4.4% |
| 3M | -26.1% | +26.3% | -52.4% | -35.5% |
| 6M | -26.2% | +35.8% | -62.0% | -39.3% |
| YTD | +13.7% | +12.7% | +1.0% | +4.9% |
| 1Y | +93.6% | +2.5% | +91.1% | +89.7% |
| All | +23.4% | +97.5% | -74.0% | -2.9% |
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