-22.5%
LBRT vs RGEN
+376.9%
-399.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.0% | +2.4% | +4.9% |
| 7D | -29.1% | -1.9% | -27.2% | -28.8% |
| 30D | -38.4% | +3.7% | -42.1% | -38.7% |
| 3M | -40.1% | +8.8% | -48.9% | -41.1% |
| 6M | -62.9% | +38.0% | -100.8% | -65.1% |
| YTD | -34.5% | +5.9% | -40.4% | -36.0% |
| 1Y | -30.2% | +19.7% | -49.9% | -33.2% |
| 3Y | -37.5% | +20.5% | -58.0% | -41.7% |
| 5Y | +7.6% | -35.0% | +42.6% | +4.2% |
| All | -22.5% | +376.9% | -399.4% | -59.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling