-21.5%
LBRT vs RL
+34.3%
-55.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | +4.5% | -15.7% | -11.1% |
| 7D | -25.3% | +5.8% | -31.1% | -25.2% |
| 30D | -32.9% | +12.7% | -45.6% | -32.9% |
| 3M | -33.3% | +9.3% | -42.7% | -33.0% |
| 6M | -61.0% | +16.9% | -77.9% | -60.6% |
| YTD | -28.0% | +17.5% | -45.5% | -27.9% |
| 1Y | -21.5% | +34.6% | -56.1% | -23.6% |
| All | -21.5% | +34.3% | -55.8% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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