-25.8%
LBRT vs EVRG
+20.4%
-46.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.5% | -3.9% | -3.2% |
| 7D | -15.7% | +3.5% | -19.2% | -14.5% |
| 30D | -34.3% | +9.2% | -43.5% | -32.6% |
| 3M | -40.6% | +8.6% | -49.3% | -39.2% |
| 6M | -62.0% | +10.0% | -72.0% | -60.8% |
| YTD | -31.6% | +25.1% | -56.7% | -29.1% |
| 1Y | -25.8% | +19.5% | -45.3% | -23.0% |
| All | -25.8% | +20.4% | -46.2% | -23.0% |
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