+1.5%
LBRT vs ESTC
+31.2%
-29.7%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.5% | +5.5% | +1.9% |
| 7D | +8.3% | -8.1% | +16.4% | +9.8% |
| 30D | +6.1% | +31.7% | -25.5% | -0.1% |
| 3M | -34.8% | +41.1% | -75.8% | -39.6% |
| 6M | -24.8% | +77.1% | -101.9% | -34.0% |
| YTD | +12.2% | +21.7% | -9.5% | +5.2% |
| 1Y | +94.0% | +8.4% | +85.6% | +84.9% |
| 3Y | +31.3% | +23.6% | +7.7% | +15.4% |
| 5Y | +111.8% | -46.5% | +158.3% | +111.5% |
| All | +1.5% | +31.2% | -29.7% | -36.2% |
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