-44.1%
LBRT vs ESTC
+20.3%
-64.3%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -6.1% | -7.6% | -12.5% |
| 7D | -34.8% | -18.5% | -16.3% | -32.1% |
| 30D | -43.6% | -11.0% | -32.6% | -42.3% |
| 3M | -41.2% | +20.8% | -62.0% | -43.8% |
| 6M | -66.1% | +67.9% | -134.0% | -69.8% |
| YTD | -37.9% | +11.6% | -49.5% | -40.8% |
| 1Y | -33.9% | -3.3% | -30.6% | -35.4% |
| 3Y | -40.9% | +16.4% | -57.3% | -47.4% |
| 5Y | +2.1% | -49.9% | +52.0% | +3.2% |
| All | -44.1% | +20.3% | -64.3% | -64.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling