+33.5%
LBRT vs GFI
+1,311.1%
-1,277.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.6% |
| 7D | +8.7% | +3.1% | +5.6% | +8.5% |
| 30D | +6.6% | +27.1% | -20.5% | +4.5% |
| 3M | -34.5% | +21.2% | -55.6% | -35.6% |
| 6M | -24.5% | -4.5% | -20.0% | -24.9% |
| YTD | +12.7% | +11.7% | +1.0% | +10.0% |
| 1Y | +94.8% | +46.0% | +48.8% | +84.2% |
| 3Y | +31.9% | +309.6% | -277.7% | +8.8% |
| 5Y | +111.8% | +506.0% | -394.2% | +63.4% |
| All | +33.5% | +1,311.1% | -1,277.6% | +5.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling