+8.2%
GD vs LBRT
-25.0%
+33.2%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -11.2% | +8.6% | -2.8% |
| 7D | +3.0% | -25.3% | +28.3% | +2.1% |
| 30D | +10.5% | -32.9% | +43.4% | +9.4% |
| 3M | -5.0% | -33.3% | +28.4% | -5.9% |
| 6M | +5.5% | -61.0% | +66.5% | +3.8% |
| YTD | +10.3% | -28.0% | +38.3% | +3.6% |
| 1Y | +8.2% | -21.5% | +29.7% | +0.7% |
| All | +8.2% | -25.0% | +33.2% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 LBRT 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