-26.4%
LBRT vs GPC
+62.2%
-88.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -1.6% | -12.1% | -12.7% |
| 7D | -34.8% | +1.7% | -36.5% | -35.7% |
| 30D | -43.6% | -2.3% | -41.3% | -43.3% |
| 3M | -41.2% | -4.5% | -36.7% | -40.4% |
| 6M | -66.1% | +21.6% | -87.6% | -71.9% |
| YTD | -37.9% | +4.0% | -41.9% | -44.8% |
| 1Y | -33.9% | +3.5% | -37.4% | -41.1% |
| 3Y | -40.9% | +2.1% | -43.0% | -50.5% |
| 5Y | +2.1% | +5.5% | -3.3% | -22.6% |
| All | -26.4% | +62.2% | -88.6% | -59.7% |
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