+363.1%
GDX vs LBRT
+33.5%
+329.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.3% |
| 7D | -0.4% | +8.3% | -8.6% | -1.0% |
| 30D | +18.6% | +6.1% | +12.5% | +17.9% |
| 3M | +14.9% | -34.8% | +49.6% | +18.3% |
| 6M | -6.3% | -24.8% | +18.6% | -4.9% |
| YTD | +15.7% | +12.2% | +3.5% | +13.3% |
| 1Y | +54.8% | +94.0% | -39.1% | +43.8% |
| 3Y | +253.4% | +31.3% | +222.2% | +233.4% |
| 5Y | +219.7% | +111.8% | +107.8% | +186.1% |
| All | +363.1% | +33.5% | +329.6% | +260.3% |
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 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