-23.0%
LBRT vs REPL
+36.8%
-59.8%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.1% |
| 7D | +9.2% | +1.2% | +7.9% | +9.1% |
| 30D | -27.5% | +92.2% | -119.7% | -31.2% |
| 3M | -37.9% | +44.1% | -82.0% | -39.9% |
| 6M | -60.7% | +313.0% | -373.7% | -66.8% |
| YTD | -28.5% | +125.2% | -153.7% | -40.1% |
| 1Y | -13.2% | +143.8% | -157.0% | -27.8% |
| 3Y | -28.8% | +104.2% | -133.0% | -54.3% |
| 5Y | +28.0% | -34.5% | +62.5% | -4.0% |
| All | -23.0% | +36.8% | -59.8% | -60.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling