+155.8%
GRMN vs LBRT
-27.1%
+182.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.2% |
| 7D | -0.9% | +9.2% | -10.1% | -1.5% |
| 30D | +1.2% | -27.5% | +28.7% | +3.4% |
| 3M | -8.9% | -37.9% | +29.0% | -5.8% |
| 6M | +23.0% | -60.7% | +83.7% | +32.9% |
| YTD | +41.2% | -28.5% | +69.7% | +39.7% |
| 1Y | +47.5% | -13.2% | +60.7% | +41.9% |
| 3Y | +155.8% | -28.8% | +184.5% | +142.1% |
| All | +155.8% | -27.1% | +182.8% | +142.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling