-3.9%
GPN vs LBRT
-30.4%
+26.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.4% | +7.3% | +4.2% |
| 7D | +3.7% | -15.7% | +19.3% | +4.8% |
| 30D | +23.6% | -34.3% | +57.9% | +27.0% |
| 3M | +18.3% | -40.6% | +58.9% | +22.4% |
| 6M | +47.8% | -62.0% | +109.8% | +60.1% |
| YTD | +32.6% | -31.6% | +64.2% | +29.5% |
| 1Y | +36.0% | -25.8% | +61.8% | +30.5% |
| 3Y | -3.9% | -30.4% | +26.5% | -9.2% |
| All | -3.9% | -30.4% | +26.5% | -9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling