-22.5%
LBRT vs GPC
+60.1%
-82.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.3% | +6.7% | +6.2% |
| 7D | -29.1% | +1.6% | -30.7% | -30.1% |
| 30D | -38.4% | -2.1% | -36.3% | -38.2% |
| 3M | -40.1% | -6.8% | -33.3% | -38.3% |
| 6M | -62.9% | +18.6% | -81.5% | -68.7% |
| YTD | -34.5% | +2.7% | -37.2% | -41.4% |
| 1Y | -30.2% | +1.8% | -32.0% | -37.2% |
| 3Y | -37.5% | +1.1% | -38.5% | -47.3% |
| 5Y | +7.6% | +4.1% | +3.5% | -17.8% |
| All | -22.5% | +60.1% | -82.6% | -57.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling