+114.4%
GEN vs LBRT
-19.0%
+133.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.4% | +4.1% | +1.0% |
| 7D | +1.0% | -15.7% | +16.7% | +2.1% |
| 30D | +29.1% | -34.3% | +63.3% | +32.6% |
| 3M | +2.9% | -40.6% | +43.5% | +6.4% |
| 6M | +33.6% | -62.0% | +95.6% | +42.6% |
| YTD | +12.0% | -31.6% | +43.7% | +12.7% |
| 1Y | +16.2% | -25.8% | +42.0% | +15.8% |
| 3Y | +65.1% | -30.4% | +95.4% | +61.5% |
| 5Y | +33.3% | +18.7% | +14.6% | +22.0% |
| All | +114.4% | -19.0% | +133.5% | +102.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 10y: compounded portfolio wealth divided by compounded LBRT 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…
10y analysis · Full analysis span regression · 6 months rolling