+392.9%
GS vs LBRT
+33.5%
+359.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -1.0% | -0.1% |
| 7D | +0.9% | +8.3% | -7.3% | -0.7% |
| 30D | -1.6% | +6.1% | -7.7% | -2.9% |
| 3M | -4.5% | -34.8% | +30.3% | +2.8% |
| 6M | +20.9% | -24.8% | +45.7% | +25.3% |
| YTD | +19.9% | +12.2% | +7.7% | +13.8% |
| 1Y | +41.4% | +94.0% | -52.6% | +17.5% |
| 3Y | +239.2% | +31.3% | +207.9% | +195.5% |
| 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 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