+472.1%
GLW vs LBRT
+33.5%
+438.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.5% | +4.2% | +5.4% |
| 7D | +3.8% | +8.7% | -5.0% | +2.2% |
| 30D | -1.3% | +6.6% | -8.0% | -2.5% |
| 3M | -21.8% | -34.5% | +12.7% | -16.0% |
| 6M | +6.9% | -24.5% | +31.4% | +11.4% |
| YTD | +77.2% | +12.7% | +64.4% | +72.0% |
| 1Y | +123.2% | +94.8% | +28.4% | +95.5% |
| 3Y | +400.0% | +31.9% | +368.1% | +351.8% |
| 5Y | +342.8% | +111.8% | +231.0% | +253.1% |
| All | +472.1% | +33.5% | +438.6% | +287.7% |
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