-8.8%
LBRT vs GGLL
+194.0%
-202.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -3.3% |
| 7D | -15.7% | +5.1% | -20.8% | -16.4% |
| 30D | -34.3% | -35.5% | +1.2% | -29.5% |
| 3M | -40.6% | -39.2% | -1.5% | -36.0% |
| 6M | -62.0% | -54.4% | -7.6% | -57.2% |
| YTD | -31.6% | -29.8% | -1.8% | -29.8% |
| 1Y | -25.8% | -20.4% | -5.4% | -25.9% |
| 3Y | -30.4% | +149.7% | -180.1% | -46.3% |
| All | -8.8% | +194.0% | -202.8% | -28.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling