+492.6%
GEV vs LBRT
-37.7%
+530.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.4% | -4.9% | -1.2% |
| 7D | -9.8% | -29.1% | +19.4% | -0.5% |
| 30D | -22.3% | -38.4% | +16.1% | -10.8% |
| 3M | -22.6% | -40.1% | +17.5% | -10.5% |
| 6M | -30.7% | -62.9% | +32.2% | -9.7% |
| YTD | +18.7% | -34.5% | +53.3% | +26.9% |
| 1Y | +41.0% | -30.2% | +71.3% | +47.6% |
| All | +492.6% | -37.7% | +530.3% | +550.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling