+94.0%
LBRT vs RJF
+7.8%
+86.1%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.5% |
| 7D | +8.3% | -0.6% | +8.9% | +8.4% |
| 30D | +6.1% | -1.3% | +7.4% | +6.5% |
| 3M | -34.8% | +18.9% | -53.6% | -38.1% |
| 6M | -24.8% | +15.0% | -39.9% | -27.2% |
| YTD | +12.2% | +12.2% | 0.0% | +8.2% |
| 1Y | +94.0% | +5.6% | +88.4% | +94.0% |
| All | +94.0% | +7.8% | +86.1% | +94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 1y: compounded portfolio wealth divided by compounded RJF 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…
1y analysis · Full analysis span regression · 6 months rolling