+22.1%
LBRT vs RGEN
-3.7%
+25.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.7% |
| 7D | +8.7% | -4.9% | +13.7% | +9.8% |
| 30D | +6.6% | +5.7% | +0.9% | +5.0% |
| 3M | -34.5% | +32.4% | -66.9% | -38.9% |
| 6M | -24.5% | +33.2% | -57.7% | -30.6% |
| YTD | +12.7% | +2.3% | +10.4% | +11.4% |
| 1Y | +94.8% | +39.0% | +55.8% | +75.6% |
| All | +22.1% | -3.7% | +25.9% | +17.3% |
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