+46.5%
GRMN vs LBRT
-23.3%
+69.8%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.6% |
| 7D | -0.1% | +13.8% | -13.9% | +0.3% |
| 30D | +3.5% | -32.4% | +35.9% | +2.8% |
| 3M | -7.3% | -39.9% | +32.6% | -8.0% |
| 6M | +21.8% | -60.8% | +82.6% | +22.5% |
| YTD | +42.8% | -29.3% | +72.1% | +32.0% |
| 1Y | +46.5% | -18.9% | +65.3% | +30.0% |
| All | +46.5% | -23.3% | +69.8% | +30.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling