-21.5%
LBRT vs REPL
+125.1%
-146.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | +0.2% | -11.4% | -11.2% |
| 7D | -25.3% | +28.8% | -54.2% | -25.9% |
| 30D | -32.9% | +57.3% | -90.2% | -33.8% |
| 3M | -33.3% | +73.6% | -106.9% | -34.5% |
| 6M | -61.0% | +582.8% | -643.8% | -63.4% |
| YTD | -28.0% | +112.9% | -140.9% | -33.0% |
| 1Y | -21.5% | +130.7% | -152.2% | -28.7% |
| All | -21.5% | +125.1% | -146.6% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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