-2.4%
GFS vs LBRT
+63.5%
-65.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.2% |
| 7D | +1.0% | +8.7% | -7.7% | -1.1% |
| 30D | -8.6% | +6.6% | -15.2% | -10.1% |
| 3M | -46.5% | -34.5% | -12.1% | -41.3% |
| 6M | -4.8% | -24.5% | +19.7% | +0.5% |
| YTD | +29.7% | +12.7% | +16.9% | +24.0% |
| 1Y | +35.8% | +94.8% | -59.0% | +12.4% |
| 3Y | -18.3% | +31.9% | -50.2% | -29.4% |
| All | -2.4% | +63.5% | -65.9% | -14.5% |
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 2016-09-04 to 2026-09-04: 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling