+288.1%
GE vs LBRT
-15.3%
+303.4%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.1% |
| 7D | +2.7% | +9.2% | -6.5% | +1.0% |
| 30D | +8.1% | -27.5% | +35.6% | +13.7% |
| 3M | -7.9% | -37.9% | +30.0% | -0.5% |
| 6M | +12.9% | -60.7% | +73.6% | +31.0% |
| YTD | +8.2% | -28.5% | +36.7% | +9.7% |
| 1Y | +9.7% | -13.2% | +22.9% | +6.6% |
| 3Y | +266.1% | -28.8% | +294.9% | +251.6% |
| 5Y | +407.4% | +28.0% | +379.4% | +307.7% |
| All | +288.1% | -15.3% | +303.4% | +163.4% |
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