+97.2%
GD vs LBRT
+114.2%
-17.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -1.9% |
| 7D | -5.3% | +8.3% | -13.5% | -6.0% |
| 30D | -6.4% | +6.1% | -12.6% | -7.1% |
| 3M | +5.7% | -34.8% | +40.5% | +9.8% |
| 6M | -0.9% | -24.8% | +23.9% | +0.7% |
| YTD | +8.2% | +12.2% | -4.1% | +4.0% |
| 1Y | +13.4% | +94.0% | -80.6% | +0.1% |
| 3Y | +68.5% | +31.3% | +37.2% | +51.2% |
| All | +97.2% | +114.2% | -17.0% | +60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling