-25.8%
LBRT vs RCAT
-56.5%
+30.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -6.4% | +3.0% | -2.5% |
| 7D | -15.7% | -5.6% | -10.1% | -15.2% |
| 30D | -34.3% | -27.0% | -7.2% | -32.3% |
| 3M | -40.6% | -57.9% | +17.3% | -35.8% |
| 6M | -62.0% | -59.4% | -2.6% | -59.1% |
| YTD | -31.6% | -46.9% | +15.3% | -34.8% |
| 1Y | -25.8% | -54.0% | +28.2% | -27.6% |
| All | -25.8% | -56.5% | +30.7% | -27.6% |
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