+31.4%
LBRT vs GFI
+300.1%
-268.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.1% | +1.1% |
| 7D | +9.2% | -8.7% | +17.9% | +9.7% |
| 30D | -27.5% | +0.6% | -28.1% | -27.6% |
| 3M | -37.9% | -7.5% | -30.4% | -37.7% |
| 6M | -60.7% | -18.3% | -42.4% | -60.4% |
| 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% | -41.3% |
| All | +31.4% | +300.1% | -268.6% | +6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling