+380.7%
GH vs LBRT
-38.1%
+418.8%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.3% | -3.6% | -0.8% |
| 7D | -8.2% | -1.9% | -6.3% | -8.0% |
| 30D | -4.9% | -32.0% | +27.1% | -0.2% |
| 3M | -6.2% | -39.7% | +33.4% | -0.4% |
| 6M | +60.0% | -61.1% | +121.1% | +78.6% |
| YTD | +51.5% | -29.4% | +80.9% | +54.5% |
| 1Y | +58.4% | -24.5% | +82.9% | +59.7% |
| 3Y | +617.2% | -28.1% | +645.3% | +603.2% |
| 5Y | +47.0% | +23.9% | +23.1% | +32.8% |
| All | +380.7% | -38.1% | +418.8% | +375.6% |
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 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