+65.1%
GNRC vs LBRT
+27.1%
+38.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.9% | -2.4% | +0.7% |
| 7D | +4.8% | +6.9% | -2.1% | +3.4% |
| 30D | -10.4% | +7.8% | -18.2% | -11.9% |
| 3M | -28.5% | -25.3% | -3.2% | -24.7% |
| 6M | -6.8% | -19.6% | +12.8% | -4.1% |
| YTD | +39.5% | +17.2% | +22.3% | +31.8% |
| 1Y | +3.4% | +114.1% | -110.7% | -16.1% |
| 3Y | +65.1% | +27.0% | +38.1% | +43.9% |
| All | +65.1% | +27.1% | +38.1% | +43.9% |
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