+283.5%
GLW vs LBRT
-26.4%
+309.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -13.7% | +0.8% | -10.3% |
| 7D | -19.7% | -34.8% | +15.1% | -12.9% |
| 30D | -38.8% | -43.6% | +4.8% | -31.7% |
| 3M | -33.9% | -41.2% | +7.4% | -26.7% |
| 6M | -36.0% | -66.1% | +30.1% | -22.1% |
| YTD | +18.7% | -37.9% | +56.6% | +29.3% |
| 1Y | +19.8% | -33.9% | +53.7% | +29.0% |
| 3Y | +294.3% | -40.9% | +335.2% | +314.9% |
| 5Y | +205.7% | +2.1% | +203.6% | +181.4% |
| All | +283.5% | -26.4% | +309.9% | +191.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling