+38.7%
LBRT vs RJF
+218.5%
-179.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.0% | +4.9% | +4.7% |
| 7D | +6.9% | +1.8% | +5.2% | +5.3% |
| 30D | +7.8% | 0.0% | +7.8% | +7.6% |
| 3M | -25.3% | +18.0% | -43.2% | -35.6% |
| 6M | -19.6% | +17.0% | -36.5% | -30.8% |
| YTD | +17.2% | +11.1% | +6.0% | +4.0% |
| 1Y | +114.1% | +8.0% | +106.1% | +94.4% |
| 3Y | +27.0% | +73.3% | -46.3% | -23.3% |
| 5Y | +128.3% | +107.4% | +20.9% | +12.7% |
| All | +38.7% | +218.5% | -179.8% | -53.1% |
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