-4.6%
LBRT vs GGLL
+210.8%
-215.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +1.5% |
| 7D | +9.2% | +7.7% | +1.5% | +7.8% |
| 30D | -27.5% | -30.2% | +2.7% | -23.4% |
| 3M | -37.9% | -31.3% | -6.6% | -34.4% |
| 6M | -60.7% | -52.1% | -8.6% | -56.1% |
| YTD | -28.5% | -25.9% | -2.6% | -27.4% |
| 1Y | -13.2% | -8.5% | -4.8% | -15.7% |
| 3Y | -28.8% | +165.5% | -194.3% | -45.6% |
| All | -4.6% | +210.8% | -215.4% | -26.4% |
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