-16.4%
LBRT vs RL
+340.3%
-356.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.4% | +4.7% | +4.0% |
| 7D | -1.9% | -4.4% | +2.5% | +0.8% |
| 30D | -32.0% | +5.6% | -37.6% | -34.1% |
| 3M | -39.7% | -0.6% | -39.0% | -40.0% |
| 6M | -61.1% | +15.5% | -76.5% | -64.7% |
| YTD | -29.4% | +12.3% | -41.7% | -36.4% |
| 1Y | -24.5% | +19.3% | -43.8% | -34.4% |
| 3Y | -28.1% | +255.5% | -283.6% | -67.5% |
| 5Y | +23.9% | +247.1% | -223.2% | -46.9% |
| All | -16.4% | +340.3% | -356.7% | -72.8% |
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