+297.3%
GLW vs LBRT
-41.2%
+338.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -13.7% | +0.8% | -9.2% |
| 7D | -19.7% | -34.8% | +15.1% | -10.4% |
| 30D | -38.8% | -43.6% | +4.8% | -29.1% |
| 3M | -33.9% | -41.2% | +7.4% | -24.0% |
| 6M | -36.0% | -66.1% | +30.1% | -17.8% |
| YTD | +18.7% | -37.9% | +56.6% | +34.7% |
| 1Y | +19.8% | -33.9% | +53.7% | +34.4% |
| All | +297.3% | -41.2% | +338.4% | +331.6% |
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