+205.7%
GLW vs LBRT
+1.0%
+204.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -13.7% | +0.8% | -9.8% |
| 7D | -19.7% | -34.8% | +15.1% | -11.8% |
| 30D | -38.8% | -43.6% | +4.8% | -30.6% |
| 3M | -33.9% | -41.2% | +7.4% | -25.5% |
| 6M | -36.0% | -66.1% | +30.1% | -20.3% |
| YTD | +18.7% | -37.9% | +56.6% | +31.8% |
| 1Y | +19.8% | -33.9% | +53.7% | +31.5% |
| 3Y | +294.3% | -40.9% | +335.2% | +322.2% |
| 5Y | +205.7% | +2.1% | +203.6% | +196.3% |
| All | +205.7% | +1.0% | +204.7% | +196.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling