+43.0%
LBRT vs EVRG
+121.0%
-78.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +3.6% |
| 7D | +10.2% | +0.6% | +9.6% | +9.9% |
| 30D | +4.9% | -0.2% | +5.1% | +4.9% |
| 3M | -21.2% | -0.5% | -20.8% | -21.3% |
| 6M | -19.9% | +0.2% | -20.1% | -20.6% |
| YTD | +20.8% | +14.9% | +5.9% | +12.4% |
| 1Y | +123.5% | +18.2% | +105.3% | +105.0% |
| 3Y | +30.9% | +70.2% | -39.2% | 0.0% |
| 5Y | +136.3% | +45.3% | +90.9% | +93.7% |
| All | +43.0% | +121.0% | -78.0% | +10.1% |
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