-12.1%
GFS vs LBRT
-0.8%
-11.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +1.1% |
| 7D | -5.3% | -15.7% | +10.4% | -1.2% |
| 30D | -15.8% | -34.3% | +18.5% | -7.0% |
| 3M | -18.6% | -40.6% | +22.0% | -7.9% |
| 6M | -45.0% | -62.0% | +17.0% | -31.3% |
| YTD | +16.8% | -31.6% | +48.4% | +25.7% |
| 1Y | +17.8% | -25.8% | +43.6% | +24.1% |
| 3Y | -21.5% | -30.4% | +8.8% | -21.2% |
| 5Y | -29.3% | +18.7% | -48.0% | -33.7% |
| All | -12.1% | -0.8% | -11.3% | -13.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling