+8.2%
GSK vs LBRT
-23.4%
+31.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.3% | -4.5% | -1.0% |
| 7D | -1.1% | -1.9% | +0.8% | -1.2% |
| 30D | +7.8% | -32.0% | +39.9% | +5.1% |
| 3M | +0.3% | -39.7% | +40.0% | -2.8% |
| 6M | +3.4% | -61.1% | +64.5% | -1.2% |
| YTD | +5.9% | -29.4% | +35.3% | +0.2% |
| 1Y | +8.2% | -24.5% | +32.7% | +2.3% |
| All | +8.2% | -23.4% | +31.6% | +2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling