+102.0%
GSK vs LBRT
+33.5%
+68.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -3.0% | -2.0% |
| 7D | -1.8% | +8.3% | -10.1% | -2.1% |
| 30D | -2.2% | +6.1% | -8.3% | -2.5% |
| 3M | -1.8% | -34.8% | +32.9% | -0.4% |
| 6M | -10.6% | -24.8% | +14.2% | -10.0% |
| YTD | +4.4% | +12.2% | -7.8% | +3.1% |
| 1Y | +30.4% | +94.0% | -63.6% | +25.3% |
| 3Y | +60.1% | +31.3% | +28.8% | +54.3% |
| 5Y | +46.8% | +111.8% | -65.0% | +35.9% |
| All | +102.0% | +33.5% | +68.6% | +70.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling