-15.3%
LBRT vs RL
+331.6%
-347.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.2% | +1.7% |
| 7D | +9.2% | +2.6% | +6.6% | +7.8% |
| 30D | -27.5% | +2.9% | -30.5% | -28.9% |
| 3M | -37.9% | 0.0% | -37.9% | -38.4% |
| 6M | -60.7% | +17.1% | -77.8% | -64.6% |
| YTD | -28.5% | +10.1% | -38.6% | -35.0% |
| 1Y | -13.2% | +17.3% | -30.5% | -24.0% |
| 3Y | -28.8% | +249.3% | -278.1% | -67.6% |
| 5Y | +28.0% | +240.9% | -213.0% | -44.7% |
| All | -15.3% | +331.6% | -347.0% | -72.2% |
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