+33.5%
LBRT vs RBA
+208.9%
-175.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | +8.3% | -2.9% | +11.2% | +9.4% |
| 30D | +6.1% | -12.3% | +18.4% | +11.2% |
| 3M | -34.8% | -20.5% | -14.2% | -29.7% |
| 6M | -24.8% | -18.5% | -6.3% | -20.2% |
| YTD | +12.2% | -18.2% | +30.5% | +17.9% |
| 1Y | +94.0% | -27.5% | +121.5% | +113.7% |
| 3Y | +31.3% | +38.1% | -6.8% | +6.6% |
| 5Y | +111.8% | +44.8% | +67.0% | +57.9% |
| All | +33.5% | +208.9% | -175.4% | -54.0% |
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