+15.9%
GTLB vs LBRT
-38.0%
+53.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.4% | -7.2% | -2.3% |
| 7D | -11.1% | -29.1% | +18.1% | -8.8% |
| 30D | -7.5% | -38.4% | +30.9% | -4.3% |
| 3M | +34.8% | -40.1% | +74.8% | +39.3% |
| 6M | +98.0% | -62.9% | +160.9% | +113.0% |
| YTD | +28.1% | -34.5% | +62.7% | +27.1% |
| 1Y | +5.6% | -30.2% | +35.8% | +3.5% |
| 3Y | +15.9% | -37.5% | +53.4% | +12.0% |
| All | +15.9% | -38.0% | +53.9% | +12.0% |
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 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