-4.1%
GTLB vs LBRT
+21.3%
-25.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.9% |
| 7D | +11.1% | +8.7% | +2.3% | +10.2% |
| 30D | +37.8% | +6.6% | +31.2% | +36.8% |
| 3M | +61.6% | -34.5% | +96.0% | +67.4% |
| 6M | +98.9% | -24.5% | +123.4% | +101.3% |
| YTD | +32.8% | +12.7% | +20.1% | +26.8% |
| 1Y | +14.7% | +94.8% | -80.2% | -0.4% |
| All | -4.1% | +21.3% | -25.4% | -12.5% |
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 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