-1.5%
GTLB vs LBRT
+106.9%
-108.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.9% | -9.3% | -5.2% |
| 7D | +4.6% | +6.9% | -2.4% | +4.9% |
| 30D | +21.0% | +7.8% | +13.2% | +21.3% |
| 3M | +51.7% | -25.3% | +77.0% | +50.4% |
| 6M | +89.3% | -19.6% | +108.8% | +86.4% |
| YTD | +25.6% | +17.2% | +8.5% | +24.9% |
| 1Y | -1.5% | +114.1% | -115.6% | +4.8% |
| All | -1.5% | +106.9% | -108.5% | +4.8% |
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