+35.8%
GEN vs LBRT
+22.2%
+13.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.3% | -1.2% | +1.9% |
| 7D | -0.8% | -1.9% | +1.1% | -0.8% |
| 30D | +31.2% | -32.0% | +63.3% | +34.2% |
| 3M | +6.1% | -39.7% | +45.8% | +9.3% |
| 6M | +38.1% | -61.1% | +99.2% | +47.4% |
| YTD | +14.4% | -29.4% | +43.8% | +13.8% |
| 1Y | +15.1% | -24.5% | +39.6% | +13.4% |
| 3Y | +68.5% | -28.1% | +96.6% | +61.1% |
| 5Y | +35.8% | +23.9% | +11.9% | +20.1% |
| All | +35.8% | +22.2% | +13.6% | +20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling