+54.8%
GDX vs LBRT
+100.7%
-45.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.2% |
| 7D | -0.4% | +8.3% | -8.6% | -0.2% |
| 30D | +18.6% | +6.1% | +12.5% | +18.7% |
| 3M | +14.9% | -34.8% | +49.6% | +13.8% |
| 6M | -6.3% | -24.8% | +18.6% | -6.0% |
| YTD | +15.7% | +12.2% | +3.5% | +18.8% |
| 1Y | +54.8% | +94.0% | -39.1% | +73.1% |
| All | +54.8% | +100.7% | -45.9% | +73.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling