-10.0%
GIS vs LBRT
+38.7%
-48.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.9% | -5.5% | -1.6% |
| 7D | -8.3% | +6.9% | -15.2% | -8.3% |
| 30D | +2.2% | +7.8% | -5.6% | +2.2% |
| 3M | +15.7% | -25.3% | +41.0% | +15.7% |
| 6M | -12.0% | -19.6% | +7.6% | -12.0% |
| YTD | -15.0% | +17.2% | -32.1% | -15.2% |
| 1Y | -20.1% | +114.1% | -134.2% | -20.9% |
| 3Y | -34.6% | +27.0% | -61.6% | -35.2% |
| 5Y | -22.8% | +128.3% | -151.1% | -23.8% |
| All | -10.0% | +38.7% | -48.7% | -15.8% |
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