-38.1%
GLXY vs LBRT
+5.1%
-43.2%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.4% | +0.6% | -1.7% |
| 7D | -16.2% | -15.7% | -0.5% | -11.5% |
| 30D | -30.6% | -34.3% | +3.7% | -21.9% |
| 3M | -27.7% | -40.6% | +12.9% | -17.1% |
| 6M | -53.3% | -62.0% | +8.7% | -42.3% |
| YTD | -36.9% | -31.6% | -5.3% | -30.8% |
| 1Y | -55.6% | -25.8% | -29.8% | -51.7% |
| All | -38.1% | +5.1% | -43.2% | -34.3% |
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 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