+50.4%
LBRT vs GGLL
+328.7%
-278.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +1.9% |
| 7D | +8.7% | -4.8% | +13.5% | +9.6% |
| 30D | +6.6% | -13.7% | +20.3% | +9.3% |
| 3M | -34.5% | -21.9% | -12.6% | -32.0% |
| 6M | -24.5% | +11.7% | -36.2% | -28.0% |
| YTD | +12.7% | +2.3% | +10.4% | +9.3% |
| 1Y | +94.8% | +76.2% | +18.7% | +69.7% |
| 3Y | +31.9% | +245.0% | -213.1% | -3.3% |
| All | +50.4% | +328.7% | -278.3% | +10.8% |
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