+339.5%
GME vs LBRT
+33.5%
+306.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.6% |
| 7D | +7.2% | +8.3% | -1.0% | +5.5% |
| 30D | +0.8% | +6.1% | -5.3% | -0.6% |
| 3M | -14.0% | -34.8% | +20.8% | -7.5% |
| 6M | -19.7% | -24.8% | +5.1% | -17.0% |
| YTD | -4.6% | +12.2% | -16.8% | -10.2% |
| 1Y | -14.3% | +94.0% | -108.3% | -29.9% |
| 3Y | +4.0% | +31.3% | -27.3% | -11.3% |
| 5Y | -62.2% | +111.8% | -174.0% | -72.6% |
| All | +339.5% | +33.5% | +306.0% | +183.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling