+293.5%
GLW vs LBRT
-22.5%
+316.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.4% | -2.8% | +1.6% |
| 7D | -13.9% | -29.1% | +15.2% | -8.1% |
| 30D | -35.0% | -38.4% | +3.4% | -28.7% |
| 3M | -32.4% | -40.1% | +7.7% | -25.4% |
| 6M | -41.3% | -62.9% | +21.5% | -29.7% |
| YTD | +21.8% | -34.5% | +56.4% | +31.3% |
| 1Y | +21.8% | -30.2% | +52.1% | +29.8% |
| 3Y | +307.7% | -37.5% | +345.1% | +324.4% |
| 5Y | +213.7% | +7.6% | +206.1% | +185.8% |
| All | +293.5% | -22.5% | +316.0% | +195.9% |
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