+94.0%
LBRT vs GGLL
+80.0%
+14.0%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.4% | +1.4% |
| 7D | +8.3% | -4.8% | +13.0% | +9.1% |
| 30D | +6.1% | -13.7% | +19.8% | +8.8% |
| 3M | -34.8% | -21.9% | -12.9% | -32.7% |
| 6M | -24.8% | +11.7% | -36.5% | -29.0% |
| YTD | +12.2% | +2.3% | +9.9% | +9.5% |
| 1Y | +94.0% | +76.2% | +17.8% | +67.1% |
| All | +94.0% | +80.0% | +14.0% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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