+31.2%
LBRT vs GWRE
+51.5%
-20.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -5.0% | +8.1% | +3.3% |
| 7D | +10.2% | -26.2% | +36.4% | +11.5% |
| 30D | +4.9% | -17.8% | +22.6% | +5.4% |
| 3M | -21.2% | +14.2% | -35.5% | -23.1% |
| 6M | -19.9% | -12.9% | -7.1% | -19.7% |
| YTD | +20.8% | -29.2% | +50.0% | +26.0% |
| 1Y | +123.5% | -44.4% | +168.0% | +145.4% |
| All | +31.2% | +51.5% | -20.3% | +13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling