+41.0%
GEHC vs LBRT
-12.0%
+53.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +8.1% | -6.1% | +1.3% |
| 7D | +5.6% | -11.9% | +17.6% | +6.6% |
| 30D | +27.9% | -31.9% | +59.8% | +32.1% |
| 3M | +17.1% | -34.9% | +52.0% | +21.1% |
| 6M | +32.5% | -60.7% | +93.2% | +44.9% |
| YTD | +2.7% | -29.2% | +31.9% | +0.6% |
| 1Y | +15.3% | -23.6% | +38.9% | +11.2% |
| 3Y | +23.7% | -26.8% | +50.5% | +14.0% |
| All | +41.0% | -12.0% | +53.0% | +28.4% |
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