-16.2%
LBRT vs RL
+345.3%
-361.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +5.8% | +2.3% | +5.1% |
| 7D | -11.9% | +0.2% | -12.2% | -12.0% |
| 30D | -31.9% | +7.3% | -39.3% | -34.6% |
| 3M | -34.9% | +1.0% | -35.9% | -35.7% |
| 6M | -60.7% | +11.8% | -72.4% | -63.7% |
| YTD | -29.2% | +13.6% | -42.8% | -36.6% |
| 1Y | -23.6% | +24.0% | -47.7% | -35.1% |
| 3Y | -26.8% | +256.6% | -283.4% | -67.0% |
| 5Y | +16.3% | +240.2% | -223.9% | -49.4% |
| All | -16.2% | +345.3% | -361.5% | -72.9% |
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