-33.1%
LBRT vs REPL
+25.1%
-58.2%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -3.2% | -10.4% | -13.5% |
| 7D | -34.8% | +15.1% | -49.9% | -35.6% |
| 30D | -43.6% | +51.1% | -94.7% | -45.5% |
| 3M | -41.2% | +69.2% | -110.5% | -43.8% |
| 6M | -66.1% | +597.6% | -663.6% | -72.8% |
| YTD | -37.9% | +106.0% | -143.8% | -47.5% |
| 1Y | -33.9% | +133.3% | -167.2% | -44.9% |
| 3Y | -40.9% | +41.0% | -81.8% | -59.8% |
| 5Y | +2.1% | -40.1% | +42.3% | -22.9% |
| All | -33.1% | +25.1% | -58.2% | -65.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling