-16.4%
LBRT vs RBA
+253.7%
-270.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.5% | +3.8% | +3.5% |
| 7D | -1.9% | +0.6% | -2.5% | -2.1% |
| 30D | -32.0% | +9.0% | -41.0% | -34.6% |
| 3M | -39.7% | +7.2% | -46.8% | -41.8% |
| 6M | -61.1% | -7.8% | -53.3% | -60.7% |
| YTD | -29.4% | -6.4% | -23.0% | -30.1% |
| 1Y | -24.5% | -4.2% | -20.3% | -26.0% |
| 3Y | -28.1% | +64.1% | -92.2% | -45.5% |
| 5Y | +23.9% | +48.4% | -24.5% | -5.8% |
| All | -16.4% | +253.7% | -270.1% | -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