+107.5%
GSK vs LBRT
-19.0%
+126.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | -0.5% |
| 7D | +5.2% | -15.7% | +20.9% | +5.7% |
| 30D | +10.2% | -34.3% | +44.4% | +11.6% |
| 3M | -0.9% | -40.6% | +39.7% | +0.6% |
| 6M | +3.5% | -62.0% | +65.5% | +6.7% |
| YTD | +7.2% | -31.6% | +38.9% | +7.4% |
| 1Y | +12.0% | -25.8% | +37.8% | +11.7% |
| 3Y | +67.3% | -30.4% | +97.7% | +65.0% |
| 5Y | +45.3% | +18.7% | +26.6% | +37.4% |
| All | +107.5% | -19.0% | +126.5% | +77.3% |
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