-38.4%
LBRT vs ESTC
+24.6%
-63.1%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.3% | -0.1% | -2.8% |
| 7D | -15.7% | -3.6% | -12.1% | -14.9% |
| 30D | -34.3% | -11.2% | -23.1% | -32.7% |
| 3M | -40.6% | +14.3% | -54.9% | -42.6% |
| 6M | -62.0% | +67.0% | -129.0% | -66.1% |
| YTD | -31.6% | +15.7% | -47.3% | -35.3% |
| 1Y | -25.8% | -6.3% | -19.5% | -26.9% |
| 3Y | -30.4% | +14.5% | -44.9% | -37.7% |
| 5Y | +18.7% | -49.9% | +68.5% | +20.5% |
| All | -38.4% | +24.6% | -63.1% | -60.9% |
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