+392.9%
GS vs LBRT
+33.5%
+359.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.2% |
| 7D | +0.9% | +8.7% | -7.8% | -0.8% |
| 30D | -1.6% | +6.6% | -8.2% | -3.0% |
| 3M | -4.5% | -34.5% | +30.0% | +2.7% |
| 6M | +20.9% | -24.5% | +45.4% | +25.2% |
| YTD | +19.9% | +12.7% | +7.2% | +13.7% |
| 1Y | +41.4% | +94.8% | -53.4% | +17.4% |
| 3Y | +239.2% | +31.9% | +207.3% | +195.3% |
| 5Y | +185.0% | +111.8% | +73.2% | +113.2% |
| All | +392.9% | +33.5% | +359.4% | +215.8% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling