+127.5%
GM vs LBRT
+33.5%
+94.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.5% |
| 7D | +1.9% | +8.7% | -6.8% | +0.1% |
| 30D | -1.4% | +6.6% | -8.0% | -3.0% |
| 3M | +5.9% | -34.5% | +40.4% | +14.4% |
| 6M | +12.4% | -24.5% | +36.9% | +16.2% |
| YTD | +8.6% | +12.7% | -4.1% | +1.8% |
| 1Y | +52.6% | +94.8% | -42.2% | +23.0% |
| 3Y | +169.7% | +31.9% | +137.8% | +127.8% |
| 5Y | +87.5% | +111.8% | -24.3% | +33.7% |
| All | +127.5% | +33.5% | +94.0% | +30.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling