-28.8%
LBRT vs RGEN
+15.2%
-44.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.9% |
| 7D | +9.2% | -3.3% | +12.5% | +10.1% |
| 30D | -27.5% | -5.8% | -21.7% | -26.4% |
| 3M | -37.9% | +0.2% | -38.1% | -38.3% |
| 6M | -60.7% | +56.8% | -117.5% | -65.3% |
| YTD | -28.5% | +2.4% | -30.9% | -29.6% |
| 1Y | -13.2% | +11.4% | -24.7% | -16.7% |
| 3Y | -28.8% | +15.2% | -43.9% | -38.1% |
| All | -28.8% | +15.2% | -44.0% | -38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling