-30.4%
LBRT vs RL
+260.1%
-290.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.7% | -3.5% |
| 7D | -15.7% | +1.3% | -17.0% | -15.9% |
| 30D | -34.3% | +7.6% | -41.9% | -36.0% |
| 3M | -40.6% | -1.5% | -39.1% | -40.4% |
| 6M | -62.0% | +12.1% | -74.1% | -63.9% |
| YTD | -31.6% | +13.9% | -45.5% | -36.5% |
| 1Y | -25.8% | +20.7% | -46.4% | -33.2% |
| 3Y | -30.4% | +260.6% | -290.9% | -56.8% |
| All | -30.4% | +260.1% | -290.4% | -56.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling