+487.4%
GRMN vs LBRT
-16.4%
+503.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.3% | -1.5% | +1.5% |
| 7D | +1.7% | -1.9% | +3.6% | +1.7% |
| 30D | +10.2% | -32.0% | +42.2% | +13.9% |
| 3M | -4.7% | -39.7% | +35.0% | -0.5% |
| 6M | +22.3% | -61.1% | +83.4% | +32.8% |
| YTD | +46.7% | -29.4% | +76.0% | +48.0% |
| 1Y | +49.6% | -24.5% | +74.1% | +49.7% |
| 3Y | +165.3% | -28.1% | +193.4% | +158.5% |
| 5Y | +130.3% | +23.9% | +106.4% | +105.8% |
| All | +487.4% | -16.4% | +503.8% | +360.9% |
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