+13.1%
LBRT vs EQH
+226.5%
-213.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.7% | +5.7% | +5.1% |
| 7D | +6.9% | +5.4% | +1.5% | +2.9% |
| 30D | +7.8% | +1.0% | +6.8% | +6.7% |
| 3M | -25.3% | +26.7% | -52.0% | -37.2% |
| 6M | -19.6% | +34.4% | -53.9% | -36.5% |
| YTD | +17.2% | +11.5% | +5.7% | +4.7% |
| 1Y | +114.1% | +0.4% | +113.7% | +104.3% |
| 3Y | +27.0% | +96.5% | -69.5% | -26.0% |
| 5Y | +128.3% | +93.4% | +34.9% | +29.9% |
| All | +13.1% | +226.5% | -213.5% | -52.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling