-26.8%
LBRT vs REPL
+91.4%
-118.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +3.0% | +5.2% | +8.0% |
| 7D | -11.9% | +14.2% | -26.1% | -12.3% |
| 30D | -31.9% | +65.9% | -97.8% | -33.1% |
| 3M | -34.9% | +84.6% | -119.4% | -36.2% |
| 6M | -60.7% | +446.9% | -507.6% | -63.4% |
| YTD | -29.2% | +129.0% | -158.2% | -33.9% |
| 1Y | -23.6% | +167.9% | -191.5% | -29.0% |
| 3Y | -26.8% | +93.9% | -120.7% | -37.3% |
| All | -26.8% | +91.4% | -118.2% | -37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling