-16.4%
LBRT vs GPC
+61.3%
-77.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.8% | +4.1% | +3.8% |
| 7D | -1.9% | -2.1% | +0.2% | -0.4% |
| 30D | -32.0% | -4.5% | -27.5% | -30.6% |
| 3M | -39.7% | -7.7% | -32.0% | -37.4% |
| 6M | -61.1% | +24.3% | -85.4% | -68.2% |
| YTD | -29.4% | +3.5% | -32.8% | -37.0% |
| 1Y | -24.5% | +0.7% | -25.2% | -31.3% |
| 3Y | -28.1% | 0.0% | -28.1% | -38.6% |
| 5Y | +23.9% | +5.8% | +18.0% | -6.6% |
| All | -16.4% | +61.3% | -77.7% | -54.1% |
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