+94.0%
LBRT vs GFI
+45.3%
+48.7%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.0% |
| 7D | +8.3% | +3.1% | +5.1% | +8.4% |
| 30D | +6.1% | +27.1% | -21.0% | +7.4% |
| 3M | -34.8% | +21.2% | -55.9% | -34.4% |
| 6M | -24.8% | -4.5% | -20.3% | -25.2% |
| YTD | +12.2% | +11.7% | +0.5% | +12.5% |
| 1Y | +94.0% | +46.0% | +47.9% | +84.3% |
| All | +94.0% | +45.3% | +48.7% | +84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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