+26.6%
LBRT vs GPC
+4.8%
+21.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | +13.8% | -1.3% | +15.1% | +14.2% |
| 30D | -32.4% | -6.0% | -26.4% | -31.4% |
| 3M | -39.9% | -7.6% | -32.3% | -38.9% |
| 6M | -60.8% | +24.2% | -85.1% | -64.4% |
| YTD | -29.3% | +2.7% | -32.0% | -32.5% |
| 1Y | -18.9% | +0.2% | -19.0% | -21.7% |
| 3Y | -28.0% | -0.8% | -27.2% | -32.8% |
| 5Y | +26.6% | +4.4% | +22.1% | +10.4% |
| All | +26.6% | +4.8% | +21.7% | +10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling