+268.6%
GE vs LBRT
-38.0%
+306.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.4% | -2.7% | +2.2% |
| 7D | +7.1% | -29.1% | +36.3% | +10.4% |
| 30D | +6.5% | -38.4% | +44.8% | +11.3% |
| 3M | -13.6% | -40.1% | +26.5% | -9.6% |
| 6M | +6.0% | -62.9% | +68.9% | +16.3% |
| YTD | +5.4% | -34.5% | +39.9% | +4.7% |
| 1Y | +6.5% | -30.2% | +36.7% | +4.3% |
| 3Y | +268.6% | -37.5% | +306.1% | +261.0% |
| All | +268.6% | -38.0% | +306.6% | +261.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling