+49.2%
GSK vs LBRT
+115.1%
-66.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | -2.0% |
| 7D | -1.8% | +8.7% | -10.6% | -2.0% |
| 30D | -2.2% | +6.6% | -8.8% | -2.3% |
| 3M | -1.8% | -34.5% | +32.7% | -1.0% |
| 6M | -10.6% | -24.5% | +13.9% | -10.3% |
| YTD | +4.4% | +12.7% | -8.3% | +3.3% |
| 1Y | +30.4% | +94.8% | -64.4% | +26.7% |
| 3Y | +60.1% | +31.9% | +28.2% | +54.8% |
| All | +49.2% | +115.1% | -66.0% | +37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling