-62.9%
LBRT vs RBA
-12.2%
-50.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.3% | +6.7% | +5.0% |
| 7D | -29.1% | +4.3% | -33.4% | -28.1% |
| 30D | -38.4% | +16.3% | -54.7% | -36.0% |
| 3M | -40.1% | +1.3% | -41.4% | -38.6% |
| 6M | -62.9% | -11.1% | -51.8% | -62.2% |
| All | -62.9% | -12.2% | -50.7% | -62.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling