-5.8%
GPN vs LBRT
+33.5%
-39.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.6% | +0.6% |
| 7D | +0.8% | +8.7% | -8.0% | -0.5% |
| 30D | +5.8% | +6.6% | -0.8% | +4.5% |
| 3M | +37.0% | -34.5% | +71.5% | +44.4% |
| 6M | +20.1% | -24.5% | +44.6% | +22.9% |
| YTD | +20.4% | +12.7% | +7.7% | +14.5% |
| 1Y | +7.4% | +94.8% | -87.4% | -8.5% |
| 3Y | -26.1% | +31.9% | -58.0% | -34.9% |
| 5Y | -38.5% | +111.8% | -150.3% | -51.8% |
| All | -5.8% | +33.5% | -39.3% | -39.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling