+109.8%
LBRT vs ESTC
-46.4%
+156.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.5% | +6.0% | +2.1% |
| 7D | +8.7% | -8.1% | +16.8% | +10.0% |
| 30D | +6.6% | +31.7% | -25.1% | +1.5% |
| 3M | -34.5% | +41.1% | -75.5% | -38.3% |
| 6M | -24.5% | +77.1% | -101.6% | -32.0% |
| YTD | +12.7% | +21.7% | -9.0% | +7.2% |
| 1Y | +94.8% | +8.4% | +86.5% | +88.1% |
| 3Y | +31.9% | +23.6% | +8.2% | +20.0% |
| All | +109.8% | -46.4% | +156.2% | +112.3% |
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