-21.5%
GFS vs LBRT
-30.4%
+8.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +1.3% |
| 7D | -5.3% | -15.7% | +10.4% | -0.7% |
| 30D | -15.8% | -34.3% | +18.5% | -5.9% |
| 3M | -18.6% | -40.6% | +22.0% | -6.6% |
| 6M | -45.0% | -62.0% | +17.0% | -29.5% |
| YTD | +16.8% | -31.6% | +48.4% | +26.6% |
| 1Y | +17.8% | -25.8% | +43.6% | +24.5% |
| 3Y | -21.5% | -30.4% | +8.8% | -22.7% |
| All | -21.5% | -30.4% | +8.8% | -22.7% |
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