-28.8%
LBRT vs RL
+250.5%
-279.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.2% | +1.5% |
| 7D | +9.2% | +2.6% | +6.6% | +8.3% |
| 30D | -27.5% | +2.9% | -30.5% | -28.3% |
| 3M | -37.9% | 0.0% | -37.9% | -38.0% |
| 6M | -60.7% | +17.1% | -77.8% | -63.3% |
| YTD | -28.5% | +10.1% | -38.6% | -32.9% |
| 1Y | -13.2% | +17.3% | -30.5% | -21.2% |
| 3Y | -28.8% | +249.3% | -278.1% | -55.9% |
| All | -28.8% | +250.5% | -279.3% | -55.9% |
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 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