+470.7%
GRMN vs LBRT
-22.5%
+493.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.4% | -5.7% | -0.8% |
| 7D | +4.7% | -29.1% | +33.9% | +8.0% |
| 30D | +3.4% | -38.4% | +41.8% | +7.9% |
| 3M | -5.0% | -40.1% | +35.0% | -0.8% |
| 6M | +18.6% | -62.9% | +81.5% | +29.4% |
| YTD | +42.5% | -34.5% | +77.0% | +44.9% |
| 1Y | +42.3% | -30.2% | +72.5% | +43.5% |
| 3Y | +158.5% | -37.5% | +195.9% | +155.5% |
| 5Y | +123.6% | +7.6% | +116.0% | +102.7% |
| All | +470.7% | -22.5% | +493.2% | +351.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling