+54.9%
GD vs LBRT
-41.2%
+96.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -13.7% | +11.4% | -1.5% |
| 7D | -3.9% | -34.8% | +30.9% | -1.5% |
| 30D | +8.1% | -43.6% | +51.7% | +11.7% |
| 3M | -6.8% | -41.2% | +34.5% | -4.1% |
| 6M | +3.0% | -66.1% | +69.1% | +10.0% |
| YTD | +7.8% | -37.9% | +45.6% | +7.5% |
| 1Y | +5.8% | -33.9% | +39.7% | +4.6% |
| All | +54.9% | -41.2% | +96.0% | +46.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling