+38.2%
GEHC vs LBRT
-18.6%
+56.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.4% | -7.0% | -2.1% |
| 7D | +7.6% | -29.1% | +36.7% | +10.7% |
| 30D | +27.5% | -38.4% | +65.8% | +32.9% |
| 3M | +17.2% | -40.1% | +57.3% | +22.2% |
| 6M | +33.6% | -62.9% | +96.5% | +46.7% |
| YTD | +0.6% | -34.5% | +35.2% | -0.7% |
| 1Y | +11.3% | -30.2% | +41.5% | +8.4% |
| 3Y | +16.5% | -37.5% | +54.0% | +9.0% |
| All | +38.2% | -18.6% | +56.8% | +26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling