+401.3%
GH vs LBRT
-1.3%
+402.5%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.2% | 0.0% |
| 7D | -0.1% | +8.7% | -8.8% | -1.2% |
| 30D | -1.1% | +6.6% | -7.7% | -2.1% |
| 3M | +21.3% | -34.5% | +55.8% | +27.1% |
| 6M | +73.5% | -24.5% | +98.0% | +77.3% |
| YTD | +58.0% | +12.7% | +45.3% | +52.2% |
| 1Y | +163.1% | +94.8% | +68.2% | +131.5% |
| 3Y | +361.0% | +31.9% | +329.2% | +318.6% |
| 5Y | +22.5% | +111.8% | -89.3% | +3.3% |
| All | +401.3% | -1.3% | +402.5% | +368.6% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling