+81.0%
GEN vs LBRT
-38.0%
+119.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.4% | -8.0% | -2.8% |
| 7D | +2.3% | -29.1% | +31.4% | +3.5% |
| 30D | +33.1% | -38.4% | +71.4% | +35.6% |
| 3M | +6.5% | -40.1% | +46.5% | +8.5% |
| 6M | +53.8% | -62.9% | +116.7% | +62.1% |
| YTD | +11.2% | -34.5% | +45.7% | +9.7% |
| 1Y | +19.4% | -30.2% | +49.6% | +16.6% |
| 3Y | +81.0% | -37.5% | +118.5% | +71.0% |
| All | +81.0% | -38.0% | +119.0% | +71.0% |
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