+312.4%
GS vs LBRT
-26.4%
+338.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -13.7% | +7.3% | -3.7% |
| 7D | -6.3% | -34.8% | +28.5% | +1.4% |
| 30D | -3.1% | -43.6% | +40.4% | +7.6% |
| 3M | -17.7% | -41.2% | +23.6% | -9.6% |
| 6M | -4.6% | -66.1% | +61.5% | +15.7% |
| YTD | +0.3% | -37.9% | +38.2% | +6.1% |
| 1Y | +11.7% | -33.9% | +45.6% | +16.3% |
| 3Y | +183.6% | -40.9% | +224.4% | +188.0% |
| 5Y | +141.0% | +2.1% | +138.8% | +108.1% |
| All | +312.4% | -26.4% | +338.8% | +194.6% |
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