-21.5%
LBRT vs RCAT
-59.1%
+37.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | -10.3% | -0.9% | -10.0% |
| 7D | -25.3% | -18.5% | -6.8% | -23.6% |
| 30D | -32.9% | -37.0% | +4.1% | -29.7% |
| 3M | -33.3% | -54.9% | +21.5% | -28.2% |
| 6M | -61.0% | -63.6% | +2.7% | -57.5% |
| YTD | -28.0% | -49.6% | +21.6% | -30.2% |
| 1Y | -21.5% | -57.8% | +36.3% | -22.2% |
| All | -21.5% | -59.1% | +37.6% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 1y: compounded portfolio wealth divided by compounded RCAT 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…
1y analysis · Full analysis span regression · 6 months rolling