-30.2%
LBRT vs RCAT
-56.7%
+26.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +18.6% | -13.3% | +2.8% |
| 7D | -29.1% | -12.7% | -16.4% | -28.0% |
| 30D | -38.4% | -34.3% | -4.1% | -35.8% |
| 3M | -40.1% | -53.4% | +13.3% | -35.6% |
| 6M | -62.9% | -62.0% | -0.9% | -59.8% |
| YTD | -34.5% | -49.1% | +14.5% | -36.9% |
| 1Y | -30.2% | -53.1% | +22.9% | -32.2% |
| All | -30.2% | -56.7% | +26.5% | -32.2% |
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