-21.5%
LBRT vs GGLL
-11.6%
-9.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | +6.5% | -17.7% | -12.0% |
| 7D | -25.3% | -23.1% | -2.2% | -23.1% |
| 30D | -32.9% | -32.9% | 0.0% | -29.6% |
| 3M | -33.3% | -44.9% | +11.6% | -28.1% |
| 6M | -61.0% | -49.5% | -11.4% | -58.2% |
| YTD | -28.0% | -28.9% | +0.9% | -25.5% |
| 1Y | -21.5% | -12.2% | -9.3% | -25.3% |
| All | -21.5% | -11.6% | -9.9% | -25.3% |
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