+85.7%
GME vs LBRT
-38.0%
+123.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +5.4% | -1.4% | +3.4% |
| 7D | +3.7% | -29.1% | +32.8% | +6.9% |
| 30D | +2.2% | -38.4% | +40.6% | +6.8% |
| 3M | +30.6% | -40.1% | +70.7% | +36.5% |
| 6M | -0.2% | -62.9% | +62.7% | +9.8% |
| YTD | +25.1% | -34.5% | +59.6% | +24.9% |
| 1Y | +17.7% | -30.2% | +47.9% | +15.8% |
| 3Y | +85.7% | -37.5% | +123.1% | +91.3% |
| All | +85.7% | -38.0% | +123.6% | +91.3% |
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