-30.4%
LBRT vs GPC
+1.3%
-31.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -3.3% |
| 7D | -15.7% | +0.4% | -16.0% | -15.7% |
| 30D | -34.3% | -1.8% | -32.4% | -34.2% |
| 3M | -40.6% | -6.6% | -34.0% | -40.1% |
| 6M | -62.0% | +21.3% | -83.3% | -64.3% |
| YTD | -31.6% | +4.3% | -35.9% | -34.2% |
| 1Y | -25.8% | +3.3% | -29.0% | -28.2% |
| 3Y | -30.4% | +0.8% | -31.1% | -34.0% |
| All | -30.4% | +1.3% | -31.7% | -34.0% |
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