-0.4%
GME vs LBRT
+26.0%
-26.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.8% | -0.5% |
| 7D | +7.2% | +8.7% | -1.5% | +6.2% |
| 30D | +0.8% | +6.6% | -5.8% | -0.1% |
| 3M | -14.0% | -34.5% | +20.5% | -10.1% |
| 6M | -19.7% | -24.5% | +4.8% | -18.3% |
| YTD | -4.6% | +12.7% | -17.3% | -9.3% |
| 1Y | -14.3% | +94.8% | -109.2% | -27.0% |
| All | -0.4% | +26.0% | -26.3% | -11.4% |
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 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