+186.8%
GS vs LBRT
-41.2%
+228.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -13.7% | +7.3% | -3.9% |
| 7D | -6.3% | -34.8% | +28.5% | +0.8% |
| 30D | -3.1% | -43.6% | +40.4% | +6.8% |
| 3M | -17.7% | -41.2% | +23.6% | -10.2% |
| 6M | -4.6% | -66.1% | +61.5% | +14.4% |
| YTD | +0.3% | -37.9% | +38.2% | +4.3% |
| 1Y | +11.7% | -33.9% | +45.6% | +14.2% |
| All | +186.8% | -41.2% | +228.0% | +187.1% |
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