+117.2%
GEN vs LBRT
-15.3%
+132.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +2.3% |
| 7D | +2.0% | +9.2% | -7.1% | +1.4% |
| 30D | +27.7% | -27.5% | +55.3% | +30.3% |
| 3M | +3.3% | -37.9% | +41.1% | +6.4% |
| 6M | +31.8% | -60.7% | +92.5% | +40.4% |
| YTD | +13.5% | -28.5% | +42.0% | +13.8% |
| 1Y | +16.0% | -13.2% | +29.3% | +14.1% |
| 3Y | +70.6% | -28.8% | +99.4% | +66.6% |
| 5Y | +32.1% | +28.0% | +4.2% | +20.2% |
| All | +117.2% | -15.3% | +132.6% | +104.8% |
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