-19.0%
LBRT vs RJF
+204.3%
-223.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.6% | -3.6% |
| 7D | -15.7% | +4.0% | -19.6% | -18.5% |
| 30D | -34.3% | +6.1% | -40.4% | -38.1% |
| 3M | -40.6% | -5.8% | -34.8% | -38.5% |
| 6M | -62.0% | +9.7% | -71.7% | -65.6% |
| YTD | -31.6% | +6.2% | -37.8% | -37.6% |
| 1Y | -25.8% | +5.3% | -31.1% | -31.9% |
| 3Y | -30.4% | +74.4% | -104.8% | -58.3% |
| 5Y | +18.7% | +81.6% | -62.9% | -35.1% |
| All | -19.0% | +204.3% | -223.3% | -71.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling