-19.0%
LBRT vs EVRG
+140.6%
-159.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.5% | -3.9% | -3.6% |
| 7D | -15.7% | +3.5% | -19.2% | -17.0% |
| 30D | -34.3% | +9.2% | -43.5% | -36.9% |
| 3M | -40.6% | +8.6% | -49.3% | -42.9% |
| 6M | -62.0% | +10.0% | -72.0% | -63.8% |
| YTD | -31.6% | +25.1% | -56.7% | -38.8% |
| 1Y | -25.8% | +19.5% | -45.3% | -32.3% |
| 3Y | -30.4% | +102.3% | -132.7% | -50.9% |
| 5Y | +18.7% | +66.8% | -48.2% | -8.6% |
| All | -19.0% | +140.6% | -159.7% | -40.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling