-2.4%
GFS vs LBRT
+62.8%
-65.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.3% |
| 7D | +1.0% | +8.3% | -7.2% | -1.0% |
| 30D | -8.6% | +6.1% | -14.7% | -10.0% |
| 3M | -46.5% | -34.8% | -11.8% | -41.2% |
| 6M | -4.8% | -24.8% | +20.0% | +0.6% |
| YTD | +29.7% | +12.2% | +17.4% | +24.1% |
| 1Y | +35.8% | +94.0% | -58.1% | +12.5% |
| 3Y | -18.3% | +31.3% | -49.6% | -29.4% |
| All | -2.4% | +62.8% | -65.2% | -14.5% |
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 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