-74.4%
GRAB vs LBRT
+143.6%
-218.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +3.1% | -9.5% | -6.8% |
| 7D | -13.9% | +10.2% | -24.1% | -14.8% |
| 30D | -17.2% | +4.9% | -22.0% | -17.7% |
| 3M | -7.9% | -21.2% | +13.4% | -6.3% |
| 6M | -23.2% | -19.9% | -3.3% | -22.4% |
| YTD | -39.1% | +20.8% | -59.8% | -41.5% |
| 1Y | -42.5% | +123.5% | -166.1% | -49.0% |
| 3Y | -18.3% | +30.9% | -49.2% | -24.8% |
| 5Y | -71.7% | +136.3% | -208.0% | -74.0% |
| All | -74.4% | +143.6% | -218.0% | -77.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling