-30.2%
LBRT vs ESTC
-2.5%
-27.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.2% | +3.1% | +5.3% |
| 7D | -29.1% | -11.5% | -17.6% | -28.9% |
| 30D | -38.4% | -7.5% | -30.8% | -38.1% |
| 3M | -40.1% | +23.1% | -63.1% | -39.6% |
| 6M | -62.9% | +75.3% | -138.2% | -62.4% |
| YTD | -34.5% | +14.1% | -48.6% | -34.0% |
| 1Y | -30.2% | -0.6% | -29.6% | -28.5% |
| All | -30.2% | -2.5% | -27.7% | -28.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling