+393.1%
GH vs LBRT
-38.0%
+431.1%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +8.1% | -2.9% | +4.1% |
| 7D | -7.0% | -11.9% | +4.9% | -5.5% |
| 30D | -5.2% | -31.9% | +26.8% | -0.5% |
| 3M | -5.8% | -34.9% | +29.1% | -0.9% |
| 6M | +65.9% | -60.7% | +126.6% | +84.9% |
| YTD | +55.5% | -29.2% | +84.7% | +58.4% |
| 1Y | +64.2% | -23.6% | +87.8% | +65.3% |
| 3Y | +606.0% | -26.8% | +632.9% | +590.6% |
| 5Y | +47.3% | +16.3% | +31.0% | +34.0% |
| All | +393.1% | -38.0% | +431.1% | +387.8% |
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