+526.6%
GEV vs LBRT
-32.7%
+559.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | +6.2% | +13.8% | -7.6% | +2.1% |
| 30D | -18.4% | -32.4% | +14.0% | -8.9% |
| 3M | -21.2% | -39.9% | +18.6% | -9.2% |
| 6M | -23.6% | -60.8% | +37.3% | -2.0% |
| YTD | +25.5% | -29.3% | +54.8% | +31.2% |
| 1Y | +42.6% | -18.9% | +61.5% | +42.7% |
| All | +526.6% | -32.7% | +559.3% | +572.5% |
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