+483.3%
GME vs LBRT
-19.0%
+502.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | 0.0% |
| 7D | +4.8% | -15.7% | +20.4% | +7.9% |
| 30D | -4.3% | -34.3% | +30.0% | +3.0% |
| 3M | +35.3% | -40.6% | +76.0% | +47.9% |
| 6M | +4.7% | -62.0% | +66.7% | +23.5% |
| YTD | +26.6% | -31.6% | +58.3% | +29.7% |
| 1Y | +18.3% | -25.8% | +44.1% | +18.5% |
| 3Y | +102.8% | -30.4% | +133.2% | +95.0% |
| 5Y | -48.9% | +18.7% | -67.6% | -58.7% |
| All | +483.3% | -19.0% | +502.3% | +310.2% |
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 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