+295.2%
GE vs LBRT
-19.0%
+314.2%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.4% | +4.1% | +1.3% |
| 7D | +5.4% | -15.7% | +21.0% | +8.3% |
| 30D | +9.6% | -34.3% | +43.9% | +17.5% |
| 3M | -7.7% | -40.6% | +32.9% | +0.5% |
| 6M | +14.0% | -62.0% | +76.0% | +33.1% |
| YTD | +10.2% | -31.6% | +41.8% | +12.6% |
| 1Y | +8.9% | -25.8% | +34.7% | +9.1% |
| 3Y | +273.7% | -30.4% | +304.0% | +260.1% |
| 5Y | +410.2% | +18.7% | +391.5% | +316.2% |
| All | +295.2% | -19.0% | +314.2% | +170.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 10y: compounded portfolio wealth divided by compounded LBRT 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…
10y analysis · Full analysis span regression · 6 months rolling