-35.6%
LBRT vs ESTC
+25.9%
-61.6%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.3% |
| 7D | +9.2% | +2.4% | +6.8% | +8.8% |
| 30D | -27.5% | -4.2% | -23.3% | -26.8% |
| 3M | -37.9% | +2.5% | -40.4% | -38.5% |
| 6M | -60.7% | +81.5% | -142.2% | -65.5% |
| YTD | -28.5% | +16.8% | -45.3% | -32.5% |
| 1Y | -13.2% | -3.5% | -9.8% | -15.0% |
| 3Y | -28.8% | +17.7% | -46.5% | -36.6% |
| 5Y | +28.0% | -51.7% | +79.7% | +31.4% |
| All | -35.6% | +25.9% | -61.6% | -59.2% |
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