-54.6%
GTLB vs LBRT
+53.8%
-108.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.9% | -9.3% | -6.0% |
| 7D | +4.6% | +6.9% | -2.4% | +3.5% |
| 30D | +21.0% | +7.8% | +13.2% | +19.4% |
| 3M | +51.7% | -25.3% | +77.0% | +57.0% |
| 6M | +89.3% | -19.6% | +108.8% | +91.4% |
| YTD | +25.6% | +17.2% | +8.5% | +17.8% |
| 1Y | -1.5% | +114.1% | -115.6% | -19.6% |
| 3Y | -9.9% | +27.0% | -36.9% | -21.8% |
| All | -54.6% | +53.8% | -108.4% | -58.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling