+18.7%
LBRT vs ESTC
-52.1%
+70.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.3% | -0.1% | -2.9% |
| 7D | -15.7% | -3.6% | -12.1% | -15.1% |
| 30D | -34.3% | -11.2% | -23.1% | -33.0% |
| 3M | -40.6% | +14.3% | -54.9% | -42.1% |
| 6M | -62.0% | +67.0% | -129.0% | -65.3% |
| YTD | -31.6% | +15.7% | -47.3% | -34.4% |
| 1Y | -25.8% | -6.3% | -19.5% | -26.3% |
| 3Y | -30.4% | +14.5% | -44.9% | -35.6% |
| 5Y | +18.7% | -49.9% | +68.5% | +14.7% |
| All | +18.7% | -52.1% | +70.7% | +14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling