+125.5%
LBRT vs GFI
+515.1%
-389.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.9% | -3.0% | -5.7% |
| 7D | +2.3% | -5.1% | +7.5% | +2.6% |
| 30D | -2.9% | +13.4% | -16.4% | -3.6% |
| 3M | -26.1% | +36.2% | -62.4% | -27.6% |
| 6M | -26.2% | -9.8% | -16.3% | -26.1% |
| YTD | +13.7% | +7.7% | +6.0% | +11.6% |
| 1Y | +93.6% | +27.2% | +66.4% | +85.9% |
| 3Y | +23.2% | +300.3% | -277.1% | +0.7% |
| 5Y | +125.5% | +539.8% | -414.3% | +86.6% |
| All | +125.5% | +515.1% | -389.6% | +86.6% |
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