-16.4%
LBRT vs RJF
+202.5%
-218.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.6% | +3.9% | +3.8% |
| 7D | -1.9% | -0.9% | -1.0% | -0.9% |
| 30D | -32.0% | +5.3% | -37.4% | -35.6% |
| 3M | -39.7% | -6.8% | -32.8% | -36.9% |
| 6M | -61.1% | +11.4% | -72.5% | -65.3% |
| YTD | -29.4% | +5.5% | -34.9% | -35.3% |
| 1Y | -24.5% | +3.7% | -28.1% | -29.8% |
| 3Y | -28.1% | +73.4% | -101.5% | -56.8% |
| 5Y | +23.9% | +78.3% | -54.5% | -31.2% |
| All | -16.4% | +202.5% | -218.9% | -70.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling