+514.9%
GEV vs LBRT
-32.0%
+546.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -2.2% |
| 7D | +3.7% | +9.2% | -5.4% | +1.0% |
| 30D | -14.7% | -27.5% | +12.9% | -6.6% |
| 3M | -23.4% | -37.9% | +14.5% | -12.5% |
| 6M | -24.3% | -60.7% | +36.4% | -3.1% |
| YTD | +23.2% | -28.5% | +51.7% | +28.3% |
| 1Y | +44.2% | -13.2% | +57.5% | +41.4% |
| All | +514.9% | -32.0% | +546.8% | +557.7% |
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