+112.5%
GD vs LBRT
+33.5%
+79.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.2% | -2.0% |
| 7D | -5.3% | +8.7% | -14.0% | -6.2% |
| 30D | -6.4% | +6.6% | -13.0% | -7.3% |
| 3M | +5.7% | -34.5% | +40.2% | +10.3% |
| 6M | -0.9% | -24.5% | +23.5% | +1.0% |
| YTD | +8.2% | +12.7% | -4.6% | +4.1% |
| 1Y | +13.4% | +94.8% | -81.4% | +0.2% |
| 3Y | +68.5% | +31.9% | +36.6% | +52.1% |
| 5Y | +97.2% | +111.8% | -14.7% | +61.0% |
| All | +112.5% | +33.5% | +79.0% | +57.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling