-50.6%
GME vs LBRT
+28.1%
-78.6%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.8% |
| 7D | +2.9% | +9.2% | -6.3% | +1.7% |
| 30D | -4.8% | -27.5% | +22.7% | -1.2% |
| 3M | +39.2% | -37.9% | +77.1% | +47.1% |
| 6M | +17.1% | -60.7% | +77.8% | +31.3% |
| YTD | +28.7% | -28.5% | +57.2% | +28.8% |
| 1Y | +23.3% | -13.2% | +36.5% | +18.8% |
| 3Y | +112.9% | -28.8% | +141.7% | +105.2% |
| All | -50.6% | +28.1% | -78.6% | -54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling