+6.5%
LBRT vs REPL
-35.6%
+42.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +8.0% | -2.6% | +5.1% |
| 7D | -29.1% | +22.8% | -51.9% | -29.7% |
| 30D | -38.4% | +63.8% | -102.2% | -39.7% |
| 3M | -40.1% | +68.1% | -108.2% | -41.4% |
| 6M | -62.9% | +528.5% | -591.4% | -66.6% |
| YTD | -34.5% | +122.4% | -157.0% | -40.1% |
| 1Y | -30.2% | +154.4% | -184.6% | -36.5% |
| 3Y | -37.5% | +68.0% | -105.5% | -48.7% |
| All | +6.5% | -35.6% | +42.1% | -0.7% |
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 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