+33.5%
LBRT vs GWRE
+111.5%
-78.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -19.9% | +21.4% | +6.2% |
| 7D | +8.7% | -21.1% | +29.8% | +14.1% |
| 30D | +6.6% | +1.3% | +5.3% | +4.8% |
| 3M | -34.5% | +7.4% | -41.9% | -37.3% |
| 6M | -24.5% | +5.6% | -30.1% | -28.9% |
| YTD | +12.7% | -19.2% | +31.9% | +14.6% |
| 1Y | +94.8% | -25.1% | +120.0% | +99.8% |
| 3Y | +31.9% | +87.7% | -55.8% | -8.0% |
| 5Y | +111.8% | +32.0% | +79.8% | +68.7% |
| All | +33.5% | +111.5% | -78.0% | -24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling