+40.0%
GLW vs LBRT
-17.1%
+57.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.1% | -5.4% | -4.8% |
| 7D | +7.7% | +9.2% | -1.5% | +3.7% |
| 30D | -18.8% | -27.5% | +8.7% | -7.9% |
| 3M | -27.7% | -37.9% | +10.2% | -12.4% |
| 6M | -44.4% | -60.7% | +16.3% | -22.2% |
| YTD | +31.3% | -28.5% | +59.8% | +40.9% |
| 1Y | +40.0% | -13.2% | +53.3% | +28.6% |
| All | +40.0% | -17.1% | +57.2% | +28.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling