-12.6%
GRAB vs LBRT
+27.1%
-39.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +3.9% | -8.9% | -5.5% |
| 7D | -6.1% | +6.9% | -13.0% | -6.9% |
| 30D | -11.2% | +7.8% | -19.0% | -12.2% |
| 3M | -2.4% | -25.3% | +22.9% | +0.6% |
| 6M | -18.3% | -19.6% | +1.2% | -17.4% |
| YTD | -34.9% | +17.2% | -52.0% | -38.7% |
| 1Y | -37.4% | +114.1% | -151.5% | -47.9% |
| 3Y | -12.6% | +27.0% | -39.6% | -22.2% |
| All | -12.6% | +27.1% | -39.7% | -22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling