-9.1%
GIS vs LBRT
-25.8%
+16.7%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -2.3% |
| 7D | -7.8% | +8.3% | -16.1% | -6.9% |
| 30D | +6.6% | +6.1% | +0.4% | +7.4% |
| 3M | +21.0% | -34.8% | +55.7% | +13.3% |
| 6M | -9.1% | -24.8% | +15.8% | -11.7% |
| All | -9.1% | -25.8% | +16.7% | -11.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling