+228.9%
GDX vs LBRT
+115.1%
+113.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.7% | -2.3% |
| 7D | -0.4% | +8.7% | -9.1% | -1.1% |
| 30D | +18.6% | +6.6% | +12.0% | +17.8% |
| 3M | +14.9% | -34.5% | +49.4% | +18.8% |
| 6M | -6.3% | -24.5% | +18.2% | -4.7% |
| YTD | +15.7% | +12.7% | +3.0% | +12.6% |
| 1Y | +54.8% | +94.8% | -40.0% | +40.8% |
| 3Y | +253.4% | +31.9% | +221.6% | +227.5% |
| All | +228.9% | +115.1% | +113.7% | +188.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling