+401.3%
GH vs LBRT
-1.3%
+402.5%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | +0.1% |
| 7D | -0.1% | +8.3% | -8.3% | -1.1% |
| 30D | -1.1% | +6.1% | -7.2% | -2.0% |
| 3M | +21.3% | -34.8% | +56.1% | +27.2% |
| 6M | +73.5% | -24.8% | +98.3% | +77.4% |
| YTD | +58.0% | +12.2% | +45.8% | +52.3% |
| 1Y | +163.1% | +94.0% | +69.1% | +131.6% |
| 3Y | +361.0% | +31.3% | +329.8% | +318.8% |
| 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 all: 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…
all analysis · Full analysis span regression · 6 months rolling