+12.6%
GTLB vs LBRT
-25.0%
+37.7%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -11.2% | +11.2% | -0.4% |
| 7D | -9.7% | -25.3% | +15.7% | -10.7% |
| 30D | +1.7% | -32.9% | +34.6% | -0.1% |
| 3M | +43.6% | -33.3% | +76.9% | +40.7% |
| 6M | +113.0% | -61.0% | +173.9% | +108.0% |
| YTD | +39.5% | -28.0% | +67.5% | +29.1% |
| 1Y | +12.6% | -21.5% | +34.1% | +3.5% |
| All | +12.6% | -25.0% | +37.7% | +3.5% |
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