+111.0%
GME vs LBRT
-27.9%
+138.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | +6.0% | +13.8% | -7.8% | +4.6% |
| 30D | -5.9% | -32.4% | +26.5% | -2.6% |
| 3M | +38.2% | -39.9% | +78.1% | +44.6% |
| 6M | +14.5% | -60.8% | +75.4% | +25.4% |
| YTD | +27.6% | -29.3% | +56.9% | +26.3% |
| 1Y | +19.9% | -18.9% | +38.8% | +15.6% |
| All | +111.0% | -27.9% | +138.9% | +111.1% |
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