+8.6%
GTLB vs LBRT
-17.1%
+25.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +1.0% |
| 7D | -0.7% | +9.2% | -9.9% | -0.5% |
| 30D | -10.2% | -27.5% | +17.3% | -11.6% |
| 3M | +10.1% | -37.9% | +48.0% | +7.3% |
| 6M | +116.5% | -60.7% | +177.2% | +109.2% |
| YTD | +27.2% | -28.5% | +55.7% | +18.6% |
| 1Y | +8.6% | -13.2% | +21.8% | -1.2% |
| All | +8.6% | -17.1% | +25.7% | -1.2% |
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