-17.1%
LBRT vs GGLL
+184.7%
-201.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -4.5% | -9.2% | -12.9% |
| 7D | -34.8% | -1.3% | -33.5% | -34.7% |
| 30D | -43.6% | -36.3% | -7.3% | -39.4% |
| 3M | -41.2% | -42.7% | +1.5% | -36.0% |
| 6M | -66.1% | -53.1% | -13.0% | -62.1% |
| YTD | -37.9% | -32.1% | -5.8% | -35.9% |
| 1Y | -33.9% | -20.1% | -13.8% | -34.2% |
| 3Y | -40.9% | +151.7% | -192.6% | -54.4% |
| All | -17.1% | +184.7% | -201.8% | -35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling