+293.7%
GE vs LBRT
+33.5%
+260.2%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.9% |
| 7D | -1.6% | +8.3% | -9.8% | -3.1% |
| 30D | -11.6% | +6.1% | -17.7% | -12.7% |
| 3M | +3.0% | -34.8% | +37.8% | +10.1% |
| 6M | -0.5% | -24.8% | +24.3% | +2.3% |
| YTD | +9.7% | +12.2% | -2.5% | +3.5% |
| 1Y | +20.0% | +94.0% | -73.9% | -0.5% |
| 3Y | +275.8% | +31.3% | +244.6% | +223.0% |
| 5Y | +429.1% | +111.8% | +317.3% | +288.1% |
| All | +293.7% | +33.5% | +260.2% | +148.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling