-50.7%
GFS vs LBRT
-66.4%
+15.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -13.7% | +3.8% | -4.2% |
| 7D | -20.7% | -34.8% | +14.1% | -6.6% |
| 30D | -25.2% | -43.6% | +18.4% | -7.2% |
| 3M | -26.3% | -41.2% | +14.9% | -10.5% |
| 6M | -50.7% | -66.1% | +15.4% | -11.6% |
| All | -50.7% | -66.4% | +15.7% | -11.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling