-19.3%
GIS vs LBRT
-25.2%
+5.9%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +8.1% | -9.9% | -0.5% |
| 7D | +0.4% | -11.9% | +12.3% | -1.1% |
| 30D | +10.1% | -31.9% | +42.0% | +5.3% |
| 3M | -3.7% | -34.9% | +31.2% | -8.0% |
| 6M | +4.3% | -60.7% | +64.9% | -6.3% |
| YTD | -19.8% | -29.2% | +9.4% | -22.9% |
| All | -19.3% | -25.2% | +5.9% | -21.1% |
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 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