+27.2%
GFS vs LBRT
-17.1%
+44.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.8% | -3.1% |
| 7D | +7.4% | +9.2% | -1.8% | +4.2% |
| 30D | -15.3% | -27.5% | +12.3% | -7.3% |
| 3M | -21.1% | -37.9% | +16.8% | -10.0% |
| 6M | -44.5% | -60.7% | +16.2% | -29.5% |
| YTD | +19.2% | -28.5% | +47.7% | +30.8% |
| 1Y | +27.2% | -13.2% | +40.5% | +32.5% |
| All | +27.2% | -17.1% | +44.4% | +32.5% |
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 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