-23.2%
LBRT vs RGEN
+23.9%
-47.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +3.1% | +5.0% | +7.9% |
| 7D | -11.9% | +3.5% | -15.4% | -12.0% |
| 30D | -31.9% | +2.9% | -34.9% | -32.0% |
| 3M | -34.9% | +9.2% | -44.0% | -35.2% |
| 6M | -60.7% | +44.9% | -105.6% | -61.0% |
| YTD | -29.2% | +9.2% | -38.4% | -21.1% |
| All | -23.2% | +23.9% | -47.1% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 1y: compounded portfolio wealth divided by compounded RGEN 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…
1y analysis · Full analysis span regression · 6 months rolling