-31.0%
LBRT vs EQH
+252.0%
-283.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.2% | +0.5% |
| 7D | +9.2% | +6.5% | +2.7% | +4.7% |
| 30D | -27.5% | +6.1% | -33.6% | -30.4% |
| 3M | -37.9% | +6.2% | -44.1% | -40.6% |
| 6M | -60.7% | +38.1% | -98.8% | -69.0% |
| YTD | -28.5% | +20.2% | -48.7% | -39.3% |
| 1Y | -13.2% | +27.6% | -40.8% | -29.6% |
| 3Y | -28.8% | +128.8% | -157.6% | -62.4% |
| 5Y | +28.0% | +83.1% | -55.2% | -23.9% |
| All | -31.0% | +252.0% | -283.0% | -72.7% |
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 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