-22.5%
LBRT vs RCAT
-94.4%
+71.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +18.6% | -13.3% | +5.1% |
| 7D | -29.1% | -12.7% | -16.4% | -29.0% |
| 30D | -38.4% | -34.3% | -4.1% | -38.0% |
| 3M | -40.1% | -53.4% | +13.3% | -39.4% |
| 6M | -62.9% | -62.0% | -0.9% | -62.5% |
| YTD | -34.5% | -49.1% | +14.5% | -34.2% |
| 1Y | -30.2% | -53.1% | +22.9% | -29.8% |
| 3Y | -37.5% | +318.7% | -356.1% | -38.8% |
| 5Y | +7.6% | +48.5% | -40.9% | +5.6% |
| All | -22.5% | -94.4% | +71.9% | -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 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