+23.9%
LBRT vs RCAT
+68.2%
-44.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.9% | +1.4% | +3.1% |
| 7D | -1.9% | +7.2% | -9.2% | -2.4% |
| 30D | -32.0% | -20.4% | -11.6% | -30.9% |
| 3M | -39.7% | -59.8% | +20.1% | -35.7% |
| 6M | -61.1% | -61.9% | +0.8% | -58.8% |
| YTD | -29.4% | -45.9% | +16.5% | -28.3% |
| 1Y | -24.5% | -50.5% | +26.1% | -23.1% |
| 3Y | -28.1% | +387.5% | -415.6% | -37.9% |
| 5Y | +23.9% | +70.9% | -47.0% | +20.2% |
| All | +23.9% | +68.2% | -44.4% | +20.2% |
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 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