+82.8%
GM vs LBRT
+116.2%
-33.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.9% | -6.2% | -3.0% |
| 7D | +0.4% | +6.9% | -6.5% | -0.9% |
| 30D | -1.8% | +7.8% | -9.6% | -3.4% |
| 3M | +2.6% | -25.3% | +27.9% | +7.3% |
| 6M | +14.6% | -19.6% | +34.1% | +16.4% |
| YTD | +6.2% | +17.2% | -11.0% | -1.2% |
| 1Y | +48.7% | +114.1% | -65.4% | +17.8% |
| 3Y | +168.3% | +27.0% | +141.3% | +129.3% |
| 5Y | +82.8% | +128.3% | -45.5% | +28.2% |
| All | +82.8% | +116.2% | -33.4% | +28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling