+123.5%
LBRT vs RJF
+7.7%
+115.8%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +3.2% |
| 7D | +10.2% | -0.3% | +10.5% | +10.2% |
| 30D | +4.9% | -2.0% | +6.9% | +5.4% |
| 3M | -21.2% | +16.3% | -37.6% | -24.6% |
| 6M | -19.9% | +16.9% | -36.9% | -23.3% |
| YTD | +20.8% | +10.4% | +10.3% | +17.1% |
| 1Y | +123.5% | +7.4% | +116.1% | +120.8% |
| All | +123.5% | +7.7% | +115.8% | +120.8% |
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