+18.6%
GEHC vs LBRT
-28.0%
+46.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.3% | -4.5% | -1.5% |
| 7D | -3.7% | -1.9% | -1.8% | -3.7% |
| 30D | +22.0% | -32.0% | +54.0% | +25.9% |
| 3M | +13.6% | -39.7% | +53.3% | +18.5% |
| 6M | +34.0% | -61.1% | +95.1% | +46.9% |
| YTD | +0.9% | -29.4% | +30.3% | -1.9% |
| 1Y | +12.7% | -24.5% | +37.2% | +7.9% |
| All | +18.6% | -28.0% | +46.6% | +8.0% |
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