+33.5%
LBRT vs GPC
+80.0%
-46.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.3% |
| 7D | +8.3% | +1.2% | +7.1% | +7.3% |
| 30D | +6.1% | +6.0% | +0.2% | +1.8% |
| 3M | -34.8% | +42.6% | -77.4% | -50.7% |
| 6M | -24.8% | +22.8% | -47.6% | -37.9% |
| YTD | +12.2% | +15.5% | -3.2% | -5.8% |
| 1Y | +94.0% | +2.0% | +91.9% | +79.0% |
| 3Y | +31.3% | -1.4% | +32.7% | +15.2% |
| 5Y | +111.8% | +30.6% | +81.2% | +35.9% |
| All | +33.5% | +80.0% | -46.5% | -30.9% |
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