-5.6%
LBRT vs GGLL
+217.5%
-223.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.4% | -0.5% |
| 7D | +13.8% | +11.5% | +2.3% | +11.7% |
| 30D | -32.4% | -31.2% | -1.2% | -28.3% |
| 3M | -39.9% | -28.7% | -11.2% | -36.9% |
| 6M | -60.8% | -47.2% | -13.6% | -57.0% |
| YTD | -29.3% | -24.3% | -5.0% | -28.4% |
| 1Y | -18.9% | -12.0% | -6.9% | -20.5% |
| 3Y | -28.0% | +169.6% | -197.6% | -45.2% |
| All | -5.6% | +217.5% | -223.1% | -27.5% |
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