+322.4%
GDXJ vs LBRT
+43.0%
+279.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.1% | -1.7% | +1.0% |
| 7D | +0.9% | +10.2% | -9.2% | -0.2% |
| 30D | +8.8% | +4.9% | +4.0% | +8.1% |
| 3M | +29.8% | -21.2% | +51.1% | +32.6% |
| 6M | -5.8% | -19.9% | +14.1% | -4.6% |
| YTD | +13.6% | +20.8% | -7.2% | +9.0% |
| 1Y | +54.5% | +123.5% | -69.1% | +35.6% |
| 3Y | +301.4% | +30.9% | +270.4% | +267.8% |
| 5Y | +236.3% | +136.3% | +100.1% | +179.5% |
| All | +322.4% | +43.0% | +279.4% | +186.2% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling