+33.5%
LBRT vs RCAT
-88.4%
+121.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.5% | +1.5% |
| 7D | +8.7% | -1.4% | +10.1% | +8.8% |
| 30D | +6.6% | -3.3% | +10.0% | +6.7% |
| 3M | -34.5% | -43.2% | +8.7% | -34.0% |
| 6M | -24.5% | -43.2% | +18.7% | -24.2% |
| YTD | +12.7% | +5.5% | +7.2% | +12.1% |
| 1Y | +94.8% | -1.6% | +96.5% | +93.6% |
| 3Y | +31.9% | +773.7% | -741.8% | +27.6% |
| 5Y | +111.8% | +187.6% | -75.8% | +105.7% |
| All | +33.5% | -88.4% | +121.8% | +28.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling