+94.8%
LBRT vs ESTC
+7.3%
+87.6%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.5% | +6.0% | +1.4% |
| 7D | +8.7% | -8.1% | +16.8% | +8.6% |
| 30D | +6.6% | +31.7% | -25.1% | +6.8% |
| 3M | -34.5% | +41.1% | -75.5% | -34.1% |
| 6M | -24.5% | +77.1% | -101.6% | -23.7% |
| YTD | +12.7% | +21.7% | -9.0% | +13.2% |
| 1Y | +94.8% | +8.4% | +86.5% | +100.8% |
| All | +94.8% | +7.3% | +87.6% | +100.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 2025-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded ESTC 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling