+125.5%
LBRT vs GWRE
+14.4%
+111.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.5% | -4.4% | -5.7% |
| 7D | +2.3% | -30.9% | +33.3% | +5.7% |
| 30D | -2.9% | -20.7% | +17.8% | -1.3% |
| 3M | -26.1% | +20.2% | -46.3% | -29.2% |
| 6M | -26.2% | -11.9% | -14.3% | -26.4% |
| YTD | +13.7% | -30.3% | +44.0% | +18.0% |
| 1Y | +93.6% | -44.6% | +138.2% | +110.6% |
| 3Y | +23.2% | +48.8% | -25.6% | +5.6% |
| 5Y | +125.5% | +14.8% | +110.8% | +116.2% |
| All | +125.5% | +14.4% | +111.1% | +116.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling