-19.0%
LBRT vs GPC
+62.6%
-81.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -2.9% |
| 7D | -15.7% | +0.4% | -16.0% | -15.8% |
| 30D | -34.3% | -1.8% | -32.4% | -34.1% |
| 3M | -40.6% | -6.6% | -34.0% | -38.8% |
| 6M | -62.0% | +21.3% | -83.3% | -68.4% |
| YTD | -31.6% | +4.3% | -35.9% | -39.3% |
| 1Y | -25.8% | +3.3% | -29.0% | -33.7% |
| 3Y | -30.4% | +0.8% | -31.1% | -40.8% |
| 5Y | +18.7% | +7.4% | +11.3% | -11.6% |
| All | -19.0% | +62.6% | -81.6% | -55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling