-39.0%
GIS vs LBRT
-27.1%
-11.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +2.4% |
| 7D | -3.4% | +9.2% | -12.5% | -2.9% |
| 30D | +6.9% | -27.5% | +34.4% | +5.8% |
| 3M | -10.1% | -37.9% | +27.8% | -11.4% |
| 6M | +5.9% | -60.7% | +66.6% | +3.6% |
| YTD | -21.1% | -28.5% | +7.4% | -22.8% |
| 1Y | -22.5% | -13.2% | -9.3% | -24.4% |
| 3Y | -39.0% | -28.8% | -10.2% | -42.8% |
| All | -39.0% | -27.1% | -11.9% | -42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling