+25.1%
GILD vs LBRT
+97.8%
-72.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.7% | -0.8% |
| 7D | -4.8% | +1.8% | -6.6% | -4.9% |
| 30D | +5.8% | -2.5% | +8.3% | +5.8% |
| 3M | +14.9% | -24.9% | +39.8% | +15.4% |
| 6M | -0.4% | -29.5% | +29.1% | +0.1% |
| YTD | +18.5% | +14.7% | +3.8% | +13.9% |
| 1Y | +25.1% | +91.7% | -66.6% | +11.6% |
| All | +25.1% | +97.8% | -72.7% | +11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling