-12.7%
GFS vs LBRT
+4.4%
-17.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -11.2% | +5.3% | -3.2% |
| 7D | -12.5% | -25.3% | +12.8% | -6.2% |
| 30D | -16.9% | -32.9% | +15.9% | -8.8% |
| 3M | -22.3% | -33.3% | +11.1% | -14.7% |
| 6M | -40.2% | -61.0% | +20.7% | -25.9% |
| YTD | +16.0% | -28.0% | +44.0% | +23.2% |
| 1Y | +17.7% | -21.5% | +39.2% | +22.2% |
| 3Y | -23.4% | -31.5% | +8.1% | -23.1% |
| 5Y | -35.4% | +12.3% | -47.7% | -38.6% |
| All | -12.7% | +4.4% | -17.1% | -15.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling