-5.2%
GDX vs LBRT
-62.5%
+57.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.4% | -3.2% | +1.8% |
| 7D | +13.6% | -29.1% | +42.8% | +16.6% |
| 30D | +2.5% | -38.4% | +40.9% | +7.1% |
| 3M | +4.4% | -40.1% | +44.4% | +9.4% |
| 6M | -5.2% | -62.9% | +57.7% | +18.2% |
| All | -5.2% | -62.5% | +57.3% | +18.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling