+308.7%
GDX vs LBRT
-22.5%
+331.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.4% | -3.2% | +1.8% |
| 7D | +13.6% | -29.1% | +42.8% | +16.2% |
| 30D | +2.5% | -38.4% | +40.9% | +6.0% |
| 3M | +4.4% | -40.1% | +44.4% | +8.0% |
| 6M | -5.2% | -62.9% | +57.7% | +1.4% |
| YTD | +2.1% | -34.5% | +36.7% | +3.8% |
| 1Y | +24.7% | -30.2% | +54.9% | +25.9% |
| 3Y | +211.3% | -37.5% | +248.7% | +210.6% |
| 5Y | +186.7% | +7.6% | +179.1% | +169.5% |
| All | +308.7% | -22.5% | +331.2% | +230.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling