+35.9%
LBRT vs GWRE
+83.5%
-47.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.8% |
| 7D | +1.8% | -13.2% | +15.0% | +5.0% |
| 30D | -2.5% | -18.6% | +16.1% | +0.8% |
| 3M | -24.9% | +18.9% | -43.8% | -30.7% |
| 6M | -29.5% | -11.0% | -18.5% | -30.7% |
| YTD | +14.7% | -29.9% | +44.6% | +20.3% |
| 1Y | +91.7% | -44.3% | +136.1% | +116.5% |
| 3Y | +24.6% | +51.7% | -27.1% | -7.5% |
| 5Y | +127.7% | +15.4% | +112.3% | +86.3% |
| All | +35.9% | +83.5% | -47.6% | -20.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling