-8.5%
GIS vs LBRT
+33.5%
-42.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -2.5% |
| 7D | -7.8% | +8.3% | -16.1% | -7.8% |
| 30D | +6.6% | +6.1% | +0.4% | +6.6% |
| 3M | +21.0% | -34.8% | +55.7% | +21.0% |
| 6M | -9.1% | -24.8% | +15.8% | -9.1% |
| YTD | -13.6% | +12.2% | -25.8% | -13.9% |
| 1Y | -18.0% | +94.0% | -112.0% | -18.8% |
| 3Y | -33.7% | +31.3% | -64.9% | -34.3% |
| 5Y | -19.4% | +111.8% | -131.3% | -20.5% |
| All | -8.5% | +33.5% | -42.0% | -14.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling