+280.4%
GNRC vs LBRT
+43.0%
+237.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.1% | -5.0% | -2.5% |
| 7D | +3.2% | +10.2% | -7.0% | +1.5% |
| 30D | -9.5% | +4.9% | -14.4% | -10.3% |
| 3M | -28.5% | -21.2% | -7.3% | -26.2% |
| 6M | -10.0% | -19.9% | +10.0% | -7.8% |
| YTD | +36.7% | +20.8% | +16.0% | +30.4% |
| 1Y | +2.6% | +123.5% | -121.0% | -12.8% |
| 3Y | +61.9% | +30.9% | +31.0% | +46.6% |
| 5Y | -59.0% | +136.3% | -195.3% | -66.8% |
| All | +280.4% | +43.0% | +237.4% | +166.0% |
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 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