-26.4%
LBRT vs RCAT
-95.3%
+68.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -14.9% | +1.2% | -13.5% |
| 7D | -34.8% | -32.6% | -2.2% | -34.4% |
| 30D | -43.6% | -46.3% | +2.7% | -43.1% |
| 3M | -41.2% | -60.7% | +19.4% | -40.5% |
| 6M | -66.1% | -67.4% | +1.3% | -65.6% |
| YTD | -37.9% | -57.1% | +19.2% | -37.4% |
| 1Y | -33.9% | -63.8% | +29.9% | -33.3% |
| 3Y | -40.9% | +268.1% | -309.0% | -42.0% |
| 5Y | +2.1% | +25.2% | -23.1% | +0.5% |
| All | -26.4% | -95.3% | +68.8% | -28.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling