+54.5%
GDXJ vs LBRT
+119.0%
-64.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.1% | -1.7% | +1.4% |
| 7D | +0.9% | +10.2% | -9.2% | +1.2% |
| 30D | +8.8% | +4.9% | +4.0% | +9.0% |
| 3M | +29.8% | -21.2% | +51.1% | +29.2% |
| 6M | -5.8% | -19.9% | +14.1% | -5.5% |
| YTD | +13.6% | +20.8% | -7.2% | +17.0% |
| 1Y | +54.5% | +123.5% | -69.1% | +69.8% |
| All | +54.5% | +119.0% | -64.5% | +69.8% |
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