-37.5%
LBRT vs GGLL
+154.9%
-192.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.4% | +4.0% | +5.1% |
| 7D | -29.1% | +3.1% | -32.2% | -29.6% |
| 30D | -38.4% | -36.3% | -2.1% | -33.6% |
| 3M | -40.1% | -40.4% | +0.3% | -34.9% |
| 6M | -62.9% | -54.6% | -8.3% | -58.0% |
| YTD | -34.5% | -31.1% | -3.4% | -32.7% |
| 1Y | -30.2% | -19.2% | -11.0% | -31.0% |
| 3Y | -37.5% | +151.5% | -189.0% | -49.6% |
| All | -37.5% | +154.9% | -192.4% | -49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling