+64.3%
GSK vs LBRT
-28.0%
+92.3%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.3% | -4.5% | -1.2% |
| 7D | -1.1% | -1.9% | +0.8% | -1.1% |
| 30D | +7.8% | -32.0% | +39.9% | +7.2% |
| 3M | +0.3% | -39.7% | +40.0% | -0.4% |
| 6M | +3.4% | -61.1% | +64.5% | +2.8% |
| YTD | +5.9% | -29.4% | +35.3% | +4.4% |
| 1Y | +8.2% | -24.5% | +32.7% | +6.5% |
| All | +64.3% | -28.0% | +92.3% | +60.0% |
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