+40.6%
GEV vs LBRT
-23.4%
+64.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.3% | -1.9% | +0.4% |
| 7D | -3.0% | -1.9% | -1.1% | -2.5% |
| 30D | -18.9% | -32.0% | +13.2% | -10.9% |
| 3M | -20.1% | -39.7% | +19.6% | -9.9% |
| 6M | -24.6% | -61.1% | +36.5% | -6.5% |
| YTD | +24.0% | -29.4% | +53.3% | +19.6% |
| 1Y | +40.6% | -24.5% | +65.1% | +28.5% |
| All | +40.6% | -23.4% | +64.0% | +28.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling