+33.5%
LBRT vs RGEN
+360.7%
-327.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.2% |
| 7D | +8.3% | -4.9% | +13.2% | +9.1% |
| 30D | +6.1% | +5.7% | +0.5% | +5.0% |
| 3M | -34.8% | +32.4% | -67.2% | -38.0% |
| 6M | -24.8% | +33.2% | -58.0% | -29.2% |
| YTD | +12.2% | +2.3% | +9.9% | +10.6% |
| 1Y | +94.0% | +39.0% | +55.0% | +80.6% |
| 3Y | +31.3% | -4.6% | +35.9% | +26.0% |
| 5Y | +111.8% | -42.7% | +154.5% | +108.7% |
| All | +33.5% | +360.7% | -327.2% | -29.3% |
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