+399.9%
GH vs LBRT
+2.6%
+397.3%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.9% | -4.2% | -0.8% |
| 7D | -2.1% | +6.9% | -9.0% | -3.0% |
| 30D | -4.5% | +7.8% | -12.2% | -5.5% |
| 3M | +28.9% | -25.3% | +54.2% | +32.7% |
| 6M | +76.5% | -19.6% | +96.1% | +78.8% |
| YTD | +57.6% | +17.2% | +40.4% | +51.0% |
| 1Y | +167.5% | +114.1% | +53.5% | +132.3% |
| 3Y | +377.4% | +27.0% | +350.4% | +335.8% |
| 5Y | +23.8% | +128.3% | -104.5% | +3.4% |
| All | +399.9% | +2.6% | +397.3% | +364.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling