+91.2%
GDDY vs LBRT
+35.9%
+55.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.7% |
| 7D | -3.2% | +1.8% | -5.0% | -3.4% |
| 30D | +6.8% | -2.5% | +9.3% | +6.8% |
| 3M | +30.5% | -24.9% | +55.4% | +33.1% |
| 6M | +13.3% | -29.5% | +42.8% | +16.0% |
| YTD | -21.0% | +14.7% | -35.7% | -24.0% |
| 1Y | -34.0% | +91.7% | -125.7% | -41.0% |
| 3Y | +33.1% | +24.6% | +8.5% | +21.9% |
| 5Y | +30.3% | +127.7% | -97.4% | +7.6% |
| All | +91.2% | +35.9% | +55.3% | +34.0% |
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