-26.4%
LBRT vs RBA
+250.4%
-276.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -0.3% | -13.4% | -13.6% |
| 7D | -34.8% | +7.3% | -42.1% | -36.7% |
| 30D | -43.6% | +16.9% | -60.5% | -47.2% |
| 3M | -41.2% | -0.5% | -40.7% | -41.8% |
| 6M | -66.1% | -10.4% | -55.7% | -65.4% |
| YTD | -37.9% | -7.2% | -30.6% | -38.3% |
| 1Y | -33.9% | -2.2% | -31.6% | -35.9% |
| 3Y | -40.9% | +43.7% | -84.6% | -52.6% |
| 5Y | +2.1% | +38.7% | -36.6% | -19.4% |
| All | -26.4% | +250.4% | -276.8% | -76.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling