+476.2%
GME vs LBRT
-22.5%
+498.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +5.4% | -1.4% | +2.9% |
| 7D | +3.7% | -29.1% | +32.8% | +10.3% |
| 30D | +2.2% | -38.4% | +40.6% | +11.4% |
| 3M | +30.6% | -40.1% | +70.7% | +42.4% |
| 6M | -0.2% | -62.9% | +62.7% | +18.3% |
| YTD | +25.1% | -34.5% | +59.6% | +29.3% |
| 1Y | +17.7% | -30.2% | +47.9% | +19.3% |
| 3Y | +85.7% | -37.5% | +123.1% | +82.7% |
| 5Y | -52.9% | +7.6% | -60.5% | -61.0% |
| All | +476.2% | -22.5% | +498.6% | +308.8% |
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 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