+282.2%
GNRC vs LBRT
+33.5%
+248.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +2.1% |
| 7D | +1.9% | +8.7% | -6.8% | +0.5% |
| 30D | -13.8% | +6.6% | -20.4% | -14.9% |
| 3M | -32.6% | -34.5% | +1.8% | -28.3% |
| 6M | -15.2% | -24.5% | +9.3% | -12.3% |
| YTD | +37.4% | +12.7% | +24.7% | +32.5% |
| 1Y | +5.1% | +94.8% | -89.7% | -8.5% |
| 3Y | +57.5% | +31.9% | +25.7% | +42.5% |
| 5Y | -58.7% | +111.8% | -170.5% | -66.0% |
| All | +282.2% | +33.5% | +248.7% | +170.4% |
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