-43.2%
GRAB vs LBRT
+110.8%
-154.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.9% | +4.9% | -0.8% |
| 7D | -12.0% | +2.3% | -14.3% | -12.1% |
| 30D | -19.5% | -2.9% | -16.6% | -19.4% |
| 3M | -8.0% | -26.1% | +18.2% | -7.0% |
| 6M | -22.2% | -26.2% | +3.9% | -21.7% |
| YTD | -39.7% | +13.7% | -53.3% | -42.4% |
| 1Y | -43.2% | +93.6% | -136.8% | -44.8% |
| All | -43.2% | +110.8% | -154.0% | -44.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling