+280.9%
GDX vs LBRT
-15.3%
+296.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.3% |
| 7D | -6.8% | +9.2% | -16.0% | -7.4% |
| 30D | -2.1% | -27.5% | +25.4% | -0.1% |
| 3M | -7.5% | -37.9% | +30.4% | -4.6% |
| 6M | -15.2% | -60.7% | +45.5% | -9.6% |
| YTD | -4.8% | -28.5% | +23.7% | -3.9% |
| 1Y | +6.7% | -13.2% | +19.9% | +6.0% |
| 3Y | +212.7% | -28.8% | +241.5% | +208.9% |
| 5Y | +151.7% | +28.0% | +123.7% | +133.7% |
| All | +280.9% | -15.3% | +296.2% | +205.5% |
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