-15.3%
LBRT vs GFI
+988.7%
-1,004.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.1% | +1.1% |
| 7D | +9.2% | -8.7% | +17.9% | +9.9% |
| 30D | -27.5% | +0.6% | -28.1% | -27.7% |
| 3M | -37.9% | -7.5% | -30.4% | -37.7% |
| 6M | -60.7% | -18.3% | -42.4% | -60.3% |
| YTD | -28.5% | -13.8% | -14.7% | -29.0% |
| 1Y | -13.2% | -8.8% | -4.4% | -14.3% |
| 3Y | -28.8% | +215.8% | -244.6% | -40.1% |
| 5Y | +28.0% | +301.2% | -273.3% | +2.1% |
| All | -15.3% | +988.7% | -1,004.1% | -31.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling