+333.3%
GME vs LBRT
+38.7%
+294.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.9% | -5.3% | -2.2% |
| 7D | +0.4% | +6.9% | -6.5% | -1.0% |
| 30D | -1.4% | +7.8% | -9.2% | -3.1% |
| 3M | -15.1% | -25.3% | +10.1% | -11.2% |
| 6M | -22.5% | -19.6% | -2.9% | -21.0% |
| YTD | -5.9% | +17.2% | -23.1% | -12.3% |
| 1Y | -18.6% | +114.1% | -132.7% | -34.8% |
| 3Y | +6.7% | +27.0% | -20.4% | -8.2% |
| 5Y | -62.0% | +128.3% | -190.3% | -72.9% |
| All | +333.3% | +38.7% | +294.6% | +177.5% |
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