+643.2%
GEV vs LBRT
+11.5%
+631.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.9% | -0.8% | +2.0% |
| 7D | +8.1% | +6.9% | +1.2% | +6.1% |
| 30D | -1.9% | +7.8% | -9.7% | -4.0% |
| 3M | +4.1% | -25.3% | +29.3% | +11.1% |
| 6M | +23.2% | -19.6% | +42.8% | +27.1% |
| YTD | +48.9% | +17.2% | +31.7% | +35.0% |
| 1Y | +62.2% | +114.1% | -51.9% | +17.1% |
| All | +643.2% | +11.5% | +631.7% | +592.2% |
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