+534.9%
GEV vs LBRT
-32.7%
+567.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +8.1% | -1.0% | +4.7% |
| 7D | -3.8% | -11.9% | +8.1% | -0.1% |
| 30D | -17.4% | -31.9% | +14.5% | -7.9% |
| 3M | -16.2% | -34.9% | +18.7% | -5.5% |
| 6M | -20.2% | -60.7% | +40.5% | +2.2% |
| YTD | +27.2% | -29.2% | +56.4% | +32.8% |
| 1Y | +44.6% | -23.6% | +68.2% | +47.3% |
| All | +534.9% | -32.7% | +567.6% | +581.2% |
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