-22.5%
LBRT vs RBA
+245.7%
-268.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.3% | +6.7% | +5.9% |
| 7D | -29.1% | +4.3% | -33.4% | -30.5% |
| 30D | -38.4% | +16.3% | -54.7% | -42.3% |
| 3M | -40.1% | +1.3% | -41.4% | -41.1% |
| 6M | -62.9% | -11.1% | -51.8% | -62.1% |
| YTD | -34.5% | -8.5% | -26.1% | -34.7% |
| 1Y | -30.2% | -2.1% | -28.1% | -32.5% |
| 3Y | -37.5% | +44.6% | -82.0% | -50.1% |
| 5Y | +7.6% | +36.8% | -29.2% | -14.7% |
| All | -22.5% | +245.7% | -268.2% | -74.6% |
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