+289.2%
GNRC vs LBRT
-15.3%
+304.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.3% |
| 7D | +7.9% | +9.2% | -1.3% | +6.3% |
| 30D | -3.7% | -27.5% | +23.8% | +1.6% |
| 3M | -11.9% | -37.9% | +25.9% | -4.8% |
| 6M | -28.6% | -60.7% | +32.1% | -17.4% |
| YTD | +39.9% | -28.5% | +68.4% | +45.6% |
| 1Y | +23.4% | -13.2% | +36.6% | +24.4% |
| 3Y | +84.2% | -28.8% | +113.0% | +84.6% |
| 5Y | -57.3% | +28.0% | -85.3% | -61.6% |
| All | +289.2% | -15.3% | +304.5% | +197.0% |
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