+321.7%
GDXJ vs LBRT
+33.5%
+288.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.0% | -2.7% |
| 7D | +0.2% | +8.7% | -8.6% | -0.8% |
| 30D | +17.9% | +6.6% | +11.3% | +16.8% |
| 3M | +15.3% | -34.5% | +49.8% | +20.4% |
| 6M | -9.4% | -24.5% | +15.0% | -7.6% |
| YTD | +13.4% | +12.7% | +0.7% | +9.7% |
| 1Y | +59.7% | +94.8% | -35.2% | +42.5% |
| 3Y | +283.6% | +31.9% | +251.7% | +250.4% |
| 5Y | +217.6% | +111.8% | +105.8% | +167.3% |
| All | +321.7% | +33.5% | +288.2% | +188.0% |
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