-15.3%
LBRT vs RBA
+251.8%
-267.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.1% | +0.7% |
| 7D | +9.2% | +1.7% | +7.5% | +8.6% |
| 30D | -27.5% | +8.3% | -35.9% | -30.1% |
| 3M | -37.9% | +10.5% | -48.4% | -40.8% |
| 6M | -60.7% | -5.9% | -54.8% | -60.7% |
| YTD | -28.5% | -6.9% | -21.6% | -29.1% |
| 1Y | -13.2% | -4.9% | -8.4% | -14.7% |
| 3Y | -28.8% | +64.5% | -93.2% | -46.1% |
| 5Y | +28.0% | +46.1% | -18.1% | -1.9% |
| All | -15.3% | +251.8% | -267.1% | -72.4% |
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