+15.5%
GLXY vs LBRT
+73.3%
-57.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -1.0% |
| 7D | +13.4% | +8.7% | +4.7% | +11.4% |
| 30D | +38.1% | +6.6% | +31.5% | +35.8% |
| 3M | -7.3% | -34.5% | +27.1% | -0.4% |
| 6M | +8.2% | -24.5% | +32.7% | +12.3% |
| YTD | +17.8% | +12.7% | +5.0% | +12.9% |
| 1Y | +14.9% | +94.8% | -79.9% | +6.3% |
| All | +15.5% | +73.3% | -57.8% | +7.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling