-19.0%
LBRT vs RBA
+255.5%
-274.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.4% | -3.8% | -3.5% |
| 7D | -15.7% | +3.2% | -18.9% | -16.7% |
| 30D | -34.3% | +12.0% | -46.3% | -37.4% |
| 3M | -40.6% | +2.9% | -43.5% | -41.9% |
| 6M | -62.0% | -6.3% | -55.7% | -61.9% |
| YTD | -31.6% | -5.9% | -25.7% | -32.4% |
| 1Y | -25.8% | -3.9% | -21.9% | -27.4% |
| 3Y | -30.4% | +64.9% | -95.3% | -47.3% |
| 5Y | +18.7% | +48.5% | -29.8% | -9.7% |
| All | -19.0% | +255.5% | -274.5% | -73.7% |
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