-21.5%
LBRT vs GWRE
-24.5%
+3.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | +5.9% | -17.2% | -10.2% |
| 7D | -25.3% | +2.2% | -27.5% | -24.9% |
| 30D | -32.9% | +4.5% | -37.4% | -32.2% |
| 3M | -33.3% | +6.4% | -39.8% | -31.8% |
| 6M | -61.0% | +18.8% | -79.8% | -58.9% |
| YTD | -28.0% | -15.1% | -12.9% | -24.3% |
| 1Y | -21.5% | -23.4% | +1.9% | -14.9% |
| All | -21.5% | -24.5% | +3.0% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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