-41.1%
LBRT vs ESTC
+23.0%
-64.0%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.2% | +3.1% | +5.0% |
| 7D | -29.1% | -11.5% | -17.6% | -27.3% |
| 30D | -38.4% | -7.5% | -30.8% | -37.4% |
| 3M | -40.1% | +23.1% | -63.1% | -42.9% |
| 6M | -62.9% | +75.3% | -138.2% | -67.2% |
| YTD | -34.5% | +14.1% | -48.6% | -37.9% |
| 1Y | -30.2% | -0.6% | -29.6% | -32.1% |
| 3Y | -37.5% | +20.8% | -58.3% | -44.8% |
| 5Y | +7.6% | -48.8% | +56.4% | +8.3% |
| All | -41.1% | +23.0% | -64.0% | -62.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling