+197.0%
GLD vs LBRT
-22.5%
+219.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.4% | -6.2% | -0.9% |
| 7D | +4.7% | -29.1% | +33.9% | +5.1% |
| 30D | -0.9% | -38.4% | +37.5% | -0.3% |
| 3M | -4.4% | -40.1% | +35.7% | -3.8% |
| 6M | -13.6% | -62.9% | +49.3% | -12.5% |
| YTD | -6.0% | -34.5% | +28.5% | -5.7% |
| 1Y | +1.8% | -30.2% | +32.0% | +2.0% |
| 3Y | +103.2% | -37.5% | +140.6% | +103.4% |
| 5Y | +119.3% | +7.6% | +111.7% | +117.8% |
| All | +197.0% | -22.5% | +219.4% | +186.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling