+5.6%
GTLB vs LBRT
-27.1%
+32.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.9% |
| 7D | -0.7% | +9.2% | -9.9% | -1.5% |
| 30D | -10.2% | -27.5% | +17.3% | -8.2% |
| 3M | +10.1% | -37.9% | +48.0% | +13.6% |
| 6M | +116.5% | -60.7% | +177.2% | +132.8% |
| YTD | +27.2% | -28.5% | +55.7% | +25.1% |
| 1Y | +8.6% | -13.2% | +21.8% | +3.6% |
| 3Y | +5.6% | -28.8% | +34.4% | +3.2% |
| All | +5.6% | -27.1% | +32.7% | +3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling