+111.7%
GD vs LBRT
-26.4%
+138.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -13.7% | +11.4% | -0.7% |
| 7D | -3.9% | -34.8% | +30.9% | +0.9% |
| 30D | +8.1% | -43.6% | +51.7% | +15.2% |
| 3M | -6.8% | -41.2% | +34.5% | -1.4% |
| 6M | +3.0% | -66.1% | +69.1% | +15.6% |
| YTD | +7.8% | -37.9% | +45.6% | +10.7% |
| 1Y | +5.8% | -33.9% | +39.7% | +7.6% |
| 3Y | +55.3% | -40.9% | +96.2% | +54.4% |
| 5Y | +96.7% | +2.1% | +94.6% | +75.7% |
| All | +111.7% | -26.4% | +138.1% | +67.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling