+451.5%
GRMN vs LBRT
+33.5%
+418.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.5% | -0.2% |
| 7D | -2.9% | +8.7% | -11.6% | -3.7% |
| 30D | -8.4% | +6.6% | -15.0% | -9.1% |
| 3M | +15.0% | -34.5% | +49.5% | +19.4% |
| 6M | +11.2% | -24.5% | +35.7% | +13.1% |
| YTD | +37.7% | +12.7% | +25.0% | +33.5% |
| 1Y | +18.5% | +94.8% | -76.4% | +6.8% |
| 3Y | +175.8% | +31.9% | +143.9% | +154.0% |
| 5Y | +75.1% | +111.8% | -36.7% | +48.9% |
| All | +451.5% | +33.5% | +418.1% | +315.7% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling