-80.2%
GRAB vs LBRT
+25.3%
-105.5%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.7% |
| 7D | -6.9% | +13.8% | -20.7% | -8.3% |
| 30D | +8.7% | -32.4% | +41.1% | +13.1% |
| 3M | -10.2% | -39.9% | +29.6% | -5.5% |
| 6M | -11.0% | -60.8% | +49.8% | -1.1% |
| YTD | -35.1% | -29.3% | -5.8% | -35.3% |
| 1Y | -44.0% | -18.9% | -25.2% | -45.6% |
| 3Y | -0.9% | -28.0% | +27.1% | -6.2% |
| 5Y | -80.2% | +26.6% | -106.8% | -83.0% |
| All | -80.2% | +25.3% | -105.5% | -83.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling