+620.7%
GEV vs LBRT
+7.2%
+613.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.4% |
| 7D | +3.3% | +8.7% | -5.4% | +0.9% |
| 30D | -7.5% | +6.6% | -14.1% | -9.2% |
| 3M | -2.2% | -34.5% | +32.3% | +8.5% |
| 6M | +12.1% | -24.5% | +36.6% | +17.8% |
| YTD | +44.4% | +12.7% | +31.7% | +32.3% |
| 1Y | +57.7% | +94.8% | -37.2% | +17.5% |
| All | +620.7% | +7.2% | +613.5% | +578.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling