+94.0%
LBRT vs EVRG
+17.4%
+76.5%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.0% |
| 7D | +8.3% | +1.1% | +7.2% | +8.4% |
| 30D | +6.1% | -1.0% | +7.1% | +6.0% |
| 3M | -34.8% | +0.4% | -35.2% | -34.6% |
| 6M | -24.8% | -0.8% | -24.0% | -24.8% |
| YTD | +12.2% | +15.3% | -3.1% | +10.7% |
| 1Y | +94.0% | +17.9% | +76.1% | +91.7% |
| All | +94.0% | +17.4% | +76.5% | +91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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