-16.2%
LBRT vs GPC
+63.8%
-80.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +2.3% | +5.8% | +6.6% |
| 7D | -11.9% | +0.8% | -12.8% | -12.4% |
| 30D | -31.9% | -1.1% | -30.9% | -32.1% |
| 3M | -34.9% | -6.6% | -28.2% | -32.9% |
| 6M | -60.7% | +22.2% | -82.9% | -67.5% |
| YTD | -29.2% | +5.1% | -34.3% | -37.5% |
| 1Y | -23.6% | +2.8% | -26.4% | -31.5% |
| 3Y | -26.8% | +2.4% | -29.2% | -38.6% |
| 5Y | +16.3% | +7.8% | +8.6% | -13.4% |
| All | -16.2% | +63.8% | -80.0% | -54.4% |
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