+22.1%
LBRT vs REPL
-22.6%
+44.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.5% |
| 7D | +8.7% | -3.0% | +11.7% | +8.8% |
| 30D | +6.6% | +27.1% | -20.5% | +5.8% |
| 3M | -34.5% | +52.4% | -86.9% | -36.2% |
| 6M | -24.5% | +107.4% | -131.9% | -29.3% |
| YTD | +12.7% | +54.7% | -42.0% | +6.5% |
| 1Y | +94.8% | +158.9% | -64.0% | +77.8% |
| All | +22.1% | -22.6% | +44.8% | +15.9% |
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