+104.8%
GLD vs LBRT
-41.2%
+145.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -13.7% | +14.5% | +0.9% |
| 7D | +1.9% | -34.8% | +36.7% | +2.3% |
| 30D | -1.8% | -43.6% | +41.8% | -1.2% |
| 3M | -3.6% | -41.2% | +37.6% | -3.1% |
| 6M | -10.2% | -66.1% | +55.8% | -9.3% |
| YTD | -5.3% | -37.9% | +32.6% | -4.9% |
| 1Y | +2.5% | -33.9% | +36.3% | +2.8% |
| All | +104.8% | -41.2% | +145.9% | +107.0% |
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