+66.3%
GEN vs LBRT
-28.3%
+94.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.1% | -8.1% | -0.3% |
| 7D | -0.3% | -11.9% | +11.6% | +0.1% |
| 30D | +28.2% | -31.9% | +60.1% | +30.3% |
| 3M | +2.6% | -34.9% | +37.5% | +4.4% |
| 6M | +32.7% | -60.7% | +93.3% | +40.3% |
| YTD | +11.3% | -29.2% | +40.5% | +9.4% |
| 1Y | +17.9% | -23.6% | +41.6% | +14.6% |
| 3Y | +66.3% | -26.8% | +93.2% | +56.5% |
| All | +66.3% | -28.3% | +94.6% | +56.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling