+31.4%
LBRT vs RCAT
+41.8%
-10.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.4% | +4.5% | +1.4% |
| 7D | +9.2% | -5.9% | +15.1% | +9.7% |
| 30D | -27.5% | -19.7% | -7.9% | -26.3% |
| 3M | -37.9% | -62.9% | +25.0% | -33.4% |
| 6M | -60.7% | -59.6% | -1.1% | -58.5% |
| YTD | -28.5% | -52.1% | +23.6% | -26.7% |
| 1Y | -13.2% | -50.9% | +37.7% | -11.5% |
| 3Y | -28.8% | +333.8% | -362.6% | -38.0% |
| All | +31.4% | +41.8% | -10.3% | +24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling