+118.6%
GLD vs LBRT
+6.0%
+112.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.4% | -6.2% | -0.9% |
| 7D | +4.7% | -29.1% | +33.9% | +5.4% |
| 30D | -0.9% | -38.4% | +37.5% | +0.1% |
| 3M | -4.4% | -40.1% | +35.7% | -3.4% |
| 6M | -13.6% | -62.9% | +49.3% | -11.8% |
| YTD | -6.0% | -34.5% | +28.5% | -5.5% |
| 1Y | +1.8% | -30.2% | +32.0% | +2.1% |
| 3Y | +103.2% | -37.5% | +140.6% | +103.9% |
| All | +118.6% | +6.0% | +112.6% | +115.4% |
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 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