+246.7%
GM vs LBRT
-28.3%
+275.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +8.1% | -4.1% | +3.0% |
| 7D | -0.3% | -11.9% | +11.6% | +1.0% |
| 30D | +8.4% | -31.9% | +40.3% | +13.3% |
| 3M | +2.6% | -34.9% | +37.4% | +7.5% |
| 6M | +14.3% | -60.7% | +74.9% | +28.4% |
| YTD | +11.0% | -29.2% | +40.2% | +10.0% |
| 1Y | +27.8% | -23.6% | +51.4% | +24.4% |
| 3Y | +246.7% | -26.8% | +273.5% | +223.2% |
| All | +246.7% | -28.3% | +275.0% | +223.2% |
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