+108.9%
LBRT vs REPL
-54.3%
+163.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.7% | +1.1% |
| 7D | +8.3% | -3.0% | +11.2% | +8.4% |
| 30D | +6.1% | +27.1% | -21.0% | +5.1% |
| 3M | -34.8% | +52.4% | -87.1% | -37.0% |
| 6M | -24.8% | +107.4% | -132.3% | -31.0% |
| YTD | +12.2% | +54.7% | -42.5% | +4.2% |
| 1Y | +94.0% | +158.9% | -64.9% | +71.7% |
| 3Y | +31.3% | -23.7% | +55.0% | +14.9% |
| All | +108.9% | -54.3% | +163.2% | +95.9% |
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 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