-18.0%
GIS vs LBRT
+115.1%
-133.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -3.9% | -2.5% |
| 7D | -7.8% | +8.7% | -16.6% | -7.8% |
| 30D | +6.6% | +6.6% | 0.0% | +6.6% |
| 3M | +21.0% | -34.5% | +55.4% | +20.9% |
| 6M | -9.1% | -24.5% | +15.4% | -9.2% |
| YTD | -13.6% | +12.7% | -26.3% | -14.3% |
| 1Y | -18.0% | +94.8% | -112.9% | -19.7% |
| 3Y | -33.7% | +31.9% | -65.5% | -35.3% |
| All | -18.0% | +115.1% | -133.2% | -18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling