+33.5%
LBRT vs RL
+291.3%
-257.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.0% | -0.6% | +0.4% |
| 7D | +8.7% | -0.8% | +9.5% | +9.1% |
| 30D | +6.6% | -7.8% | +14.4% | +11.0% |
| 3M | -34.5% | -4.0% | -30.5% | -33.6% |
| 6M | -24.5% | -1.9% | -22.6% | -26.3% |
| YTD | +12.7% | -0.2% | +12.9% | +8.6% |
| 1Y | +94.8% | +10.7% | +84.2% | +76.9% |
| 3Y | +31.9% | +210.8% | -178.9% | -35.9% |
| 5Y | +111.8% | +238.2% | -126.4% | -9.2% |
| All | +33.5% | +291.3% | -257.8% | -53.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling