+257.4%
GDXJ vs LBRT
-28.3%
+285.7%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +8.1% | -3.2% | +4.6% |
| 7D | +16.4% | -11.9% | +28.3% | +16.8% |
| 30D | -1.2% | -31.9% | +30.8% | +0.4% |
| 3M | -3.9% | -34.9% | +31.0% | -2.1% |
| 6M | -10.2% | -60.7% | +50.5% | -6.6% |
| YTD | -0.6% | -29.2% | +28.6% | -0.3% |
| 1Y | +24.3% | -23.6% | +48.0% | +24.1% |
| 3Y | +257.4% | -26.8% | +284.2% | +257.5% |
| All | +257.4% | -28.3% | +285.7% | +257.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling