+260.9%
GDX vs LBRT
+26.0%
+234.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-04 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.7% | -2.3% |
| 7D | -0.4% | +8.7% | -9.1% | -0.7% |
| 30D | +18.6% | +6.6% | +12.0% | +18.2% |
| 3M | +14.9% | -34.5% | +49.4% | +16.7% |
| 6M | -6.3% | -24.5% | +18.2% | -5.4% |
| YTD | +15.7% | +12.7% | +3.0% | +14.3% |
| 1Y | +54.8% | +94.8% | -40.0% | +47.8% |
| All | +260.9% | +26.0% | +234.9% | +244.3% |
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 2023-09-04 to 2026-09-04: 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…
2023-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling