+119.0%
GEN vs LBRT
+33.5%
+85.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.3% |
| 7D | -1.2% | +8.3% | -9.4% | -1.8% |
| 30D | +10.1% | +6.1% | +4.0% | +9.5% |
| 3M | +16.1% | -34.8% | +50.8% | +19.6% |
| 6M | +38.9% | -24.8% | +63.7% | +40.8% |
| YTD | +14.4% | +12.2% | +2.2% | +11.5% |
| 1Y | +5.9% | +94.0% | -88.1% | -2.8% |
| 3Y | +58.8% | +31.3% | +27.5% | +48.4% |
| 5Y | +24.7% | +111.8% | -87.2% | +9.5% |
| All | +119.0% | +33.5% | +85.6% | +100.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling