+37.3%
GEHC vs LBRT
-12.1%
+49.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -2.3% | +13.8% | -16.1% | -3.5% |
| 30D | +19.0% | -32.4% | +51.4% | +23.0% |
| 3M | +13.3% | -39.9% | +53.2% | +18.2% |
| 6M | +31.5% | -60.8% | +92.4% | +43.9% |
| YTD | 0.0% | -29.3% | +29.2% | -2.0% |
| 1Y | +9.4% | -18.9% | +28.2% | +4.4% |
| 3Y | +18.3% | -28.0% | +46.3% | +9.2% |
| All | +37.3% | -12.1% | +49.4% | +25.1% |
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