+82.5%
GDDY vs LBRT
+43.0%
+39.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.3% | +0.5% |
| 7D | -8.1% | +10.2% | -18.3% | -9.0% |
| 30D | +2.3% | +4.9% | -2.6% | +1.6% |
| 3M | +14.7% | -21.2% | +36.0% | +16.6% |
| 6M | +2.1% | -19.9% | +22.0% | +3.0% |
| YTD | -24.6% | +20.8% | -45.3% | -27.8% |
| 1Y | -37.1% | +123.5% | -160.7% | -44.8% |
| 3Y | +25.5% | +30.9% | -5.4% | +14.5% |
| 5Y | +24.2% | +136.3% | -112.0% | +2.2% |
| All | +82.5% | +43.0% | +39.5% | +27.3% |
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 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