-13.2%
LBRT vs GFI
-13.2%
0.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.1% | +1.1% |
| 7D | +9.2% | -8.7% | +17.9% | +9.0% |
| 30D | -27.5% | +0.6% | -28.1% | -27.2% |
| 3M | -37.9% | -7.5% | -30.4% | -37.4% |
| 6M | -60.7% | -18.3% | -42.4% | -61.0% |
| YTD | -28.5% | -13.8% | -14.7% | -33.0% |
| 1Y | -13.2% | -8.8% | -4.4% | -21.1% |
| All | -13.2% | -13.2% | 0.0% | -21.1% |
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