+18.4%
GDXJ vs LBRT
-25.2%
+43.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +8.1% | -3.2% | +4.7% |
| 7D | +16.4% | -11.9% | +28.3% | +16.3% |
| 30D | -1.2% | -31.9% | +30.8% | -0.3% |
| 3M | -3.9% | -34.9% | +31.0% | -2.8% |
| 6M | -10.2% | -60.7% | +50.5% | -9.1% |
| YTD | -0.6% | -29.2% | +28.6% | -1.0% |
| All | +18.4% | -25.2% | +43.6% | +15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling