+84.2%
GNRC vs LBRT
-27.1%
+111.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.4% |
| 7D | +7.9% | +9.2% | -1.3% | +5.8% |
| 30D | -3.7% | -27.5% | +23.8% | +3.0% |
| 3M | -11.9% | -37.9% | +25.9% | -2.8% |
| 6M | -28.6% | -60.7% | +32.1% | -14.4% |
| YTD | +39.9% | -28.5% | +68.4% | +46.8% |
| 1Y | +23.4% | -13.2% | +36.6% | +24.6% |
| 3Y | +84.2% | -28.8% | +113.0% | +90.8% |
| All | +84.2% | -27.1% | +111.3% | +90.8% |
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