-11.5%
GPN vs LBRT
+43.0%
-54.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.1% | -5.8% | -3.1% |
| 7D | -6.2% | +10.2% | -16.4% | -7.6% |
| 30D | +1.0% | +4.9% | -3.8% | +0.1% |
| 3M | +36.9% | -21.2% | +58.1% | +40.2% |
| 6M | +16.8% | -19.9% | +36.7% | +18.4% |
| YTD | +13.2% | +20.8% | -7.5% | +6.5% |
| 1Y | +1.4% | +123.5% | -122.1% | -15.5% |
| 3Y | -28.6% | +30.9% | -59.6% | -36.9% |
| 5Y | -47.0% | +136.3% | -183.3% | -59.1% |
| All | -11.5% | +43.0% | -54.5% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded LBRT 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling