-20.1%
GIS vs LBRT
+106.9%
-127.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.9% | -5.5% | -1.2% |
| 7D | -8.3% | +6.9% | -15.2% | -7.7% |
| 30D | +2.2% | +7.8% | -5.6% | +2.9% |
| 3M | +15.7% | -25.3% | +41.0% | +13.6% |
| 6M | -12.0% | -19.6% | +7.6% | -13.0% |
| YTD | -15.0% | +17.2% | -32.1% | -15.1% |
| 1Y | -20.1% | +114.1% | -134.2% | -22.2% |
| All | -20.1% | +106.9% | -127.1% | -22.2% |
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 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