+18.7%
LBRT vs REPL
-29.4%
+48.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.6% | -8.0% | -3.6% |
| 7D | -15.7% | +12.7% | -28.4% | -16.0% |
| 30D | -34.3% | +73.5% | -107.7% | -35.8% |
| 3M | -40.6% | +70.3% | -110.9% | -42.0% |
| 6M | -62.0% | +472.0% | -534.0% | -65.6% |
| YTD | -31.6% | +139.5% | -171.1% | -37.6% |
| 1Y | -25.8% | +167.3% | -193.1% | -32.6% |
| 3Y | -30.4% | +109.5% | -139.9% | -44.1% |
| 5Y | +18.7% | -29.9% | +48.6% | +11.2% |
| All | +18.7% | -29.4% | +48.1% | +11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling