+22.1%
GH vs LBRT
+115.1%
-93.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.2% | 0.0% |
| 7D | -0.1% | +8.7% | -8.8% | -1.4% |
| 30D | -1.1% | +6.6% | -7.7% | -2.3% |
| 3M | +21.3% | -34.5% | +55.8% | +28.5% |
| 6M | +73.5% | -24.5% | +98.0% | +77.9% |
| YTD | +58.0% | +12.7% | +45.3% | +49.9% |
| 1Y | +163.1% | +94.8% | +68.2% | +121.0% |
| 3Y | +361.0% | +31.9% | +329.2% | +301.6% |
| All | +22.1% | +115.1% | -93.0% | +12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling