+22.1%
LBRT vs GPC
-1.1%
+23.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.3% |
| 7D | +8.7% | +1.2% | +7.5% | +8.5% |
| 30D | +6.6% | +6.0% | +0.6% | +5.6% |
| 3M | -34.5% | +42.6% | -77.1% | -39.3% |
| 6M | -24.5% | +22.8% | -47.3% | -27.5% |
| YTD | +12.7% | +15.5% | -2.7% | +8.2% |
| 1Y | +94.8% | +2.0% | +92.8% | +95.6% |
| All | +22.1% | -1.1% | +23.2% | +17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling