+35.9%
LBRT vs GFI
+1,242.6%
-1,206.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.2% | +1.1% |
| 7D | +1.8% | -4.9% | +6.6% | +2.2% |
| 30D | -2.5% | +10.7% | -13.2% | -3.3% |
| 3M | -24.9% | +25.6% | -50.5% | -26.4% |
| 6M | -29.5% | -8.3% | -21.2% | -29.6% |
| YTD | +14.7% | +6.3% | +8.4% | +12.4% |
| 1Y | +91.7% | +22.1% | +69.7% | +84.2% |
| 3Y | +24.6% | +289.2% | -264.6% | +3.2% |
| 5Y | +127.7% | +531.7% | -404.0% | +74.8% |
| All | +35.9% | +1,242.6% | -1,206.7% | +7.8% |
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