+356.1%
GLW vs LBRT
-28.3%
+384.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +8.1% | +1.1% | +7.0% |
| 7D | -5.9% | -11.9% | +6.0% | -2.6% |
| 30D | -26.0% | -31.9% | +6.0% | -18.5% |
| 3M | -29.9% | -34.9% | +5.0% | -21.7% |
| 6M | -37.8% | -60.7% | +22.9% | -23.0% |
| YTD | +33.1% | -29.2% | +62.3% | +45.8% |
| 1Y | +36.8% | -23.6% | +60.5% | +47.9% |
| 3Y | +356.1% | -26.8% | +382.9% | +369.6% |
| All | +356.1% | -28.3% | +384.4% | +369.6% |
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 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