-16.2%
LBRT vs RBA
+254.1%
-270.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +2.4% | +5.7% | +7.2% |
| 7D | -11.9% | +2.5% | -14.4% | -12.8% |
| 30D | -31.9% | +11.6% | -43.5% | -35.1% |
| 3M | -34.9% | +1.5% | -36.4% | -35.9% |
| 6M | -60.7% | -6.6% | -54.0% | -60.5% |
| YTD | -29.2% | -6.3% | -23.0% | -29.9% |
| 1Y | -23.6% | -4.0% | -19.7% | -25.3% |
| 3Y | -26.8% | +47.3% | -74.1% | -42.0% |
| 5Y | +16.3% | +47.7% | -31.3% | -11.2% |
| All | -16.2% | +254.1% | -270.3% | -72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling