+117.1%
GM vs LBRT
+43.0%
+74.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.1% | -5.5% | -3.0% |
| 7D | -1.1% | +10.2% | -11.3% | -3.2% |
| 30D | -4.6% | +4.9% | -9.4% | -5.8% |
| 3M | +0.2% | -21.2% | +21.4% | +4.0% |
| 6M | +12.6% | -19.9% | +32.6% | +14.9% |
| YTD | +3.7% | +20.8% | -17.1% | -4.4% |
| 1Y | +45.6% | +123.5% | -77.9% | +13.7% |
| 3Y | +162.0% | +30.9% | +131.0% | +122.1% |
| 5Y | +80.5% | +136.3% | -55.8% | +25.5% |
| All | +117.1% | +43.0% | +74.1% | +22.5% |
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