+448.8%
GRMN vs LBRT
+38.7%
+410.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.9% | -4.4% | -0.9% |
| 7D | +0.2% | +6.9% | -6.8% | -0.5% |
| 30D | -11.3% | +7.8% | -19.1% | -12.1% |
| 3M | +17.7% | -25.3% | +43.0% | +20.5% |
| 6M | +14.2% | -19.6% | +33.7% | +15.3% |
| YTD | +37.0% | +17.2% | +19.9% | +32.3% |
| 1Y | +17.0% | +114.1% | -97.1% | +4.3% |
| 3Y | +183.2% | +27.0% | +156.2% | +162.0% |
| 5Y | +77.3% | +128.3% | -51.0% | +49.5% |
| All | +448.8% | +38.7% | +410.1% | +312.0% |
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 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