+62.6%
GSK vs LBRT
-38.0%
+100.6%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.4% | -5.5% | 0.0% |
| 7D | +1.7% | -29.1% | +30.8% | +1.0% |
| 30D | +7.0% | -38.4% | +45.4% | +6.2% |
| 3M | -2.7% | -40.1% | +37.4% | -3.4% |
| 6M | +1.4% | -62.9% | +64.3% | +0.7% |
| YTD | +5.3% | -34.5% | +39.9% | +3.6% |
| 1Y | +10.6% | -30.2% | +40.8% | +8.8% |
| 3Y | +62.6% | -37.5% | +100.1% | +58.6% |
| All | +62.6% | -38.0% | +100.6% | +58.6% |
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 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