-61.5%
GME vs LBRT
+115.1%
-176.6%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.8% | -0.6% |
| 7D | +7.2% | +8.7% | -1.5% | +5.9% |
| 30D | +0.8% | +6.6% | -5.8% | -0.3% |
| 3M | -14.0% | -34.5% | +20.5% | -9.0% |
| 6M | -19.7% | -24.5% | +4.8% | -17.8% |
| YTD | -4.6% | +12.7% | -17.3% | -9.6% |
| 1Y | -14.3% | +94.8% | -109.2% | -28.0% |
| 3Y | +4.0% | +31.9% | -27.8% | -8.7% |
| All | -61.5% | +115.1% | -176.6% | -69.5% |
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