+151.9%
GILD vs LBRT
+43.0%
+108.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.1% | -3.8% | -0.8% |
| 7D | -2.6% | +10.2% | -12.8% | -3.1% |
| 30D | +9.5% | +4.9% | +4.6% | +9.2% |
| 3M | +16.8% | -21.2% | +38.0% | +17.8% |
| 6M | +0.6% | -19.9% | +20.5% | +1.0% |
| YTD | +20.1% | +20.8% | -0.6% | +17.9% |
| 1Y | +29.1% | +123.5% | -94.4% | +22.3% |
| 3Y | +111.5% | +30.9% | +80.6% | +103.0% |
| 5Y | +147.6% | +136.3% | +11.3% | +126.5% |
| All | +151.9% | +43.0% | +108.9% | +121.1% |
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