+21.6%
LBRT vs RL
+212.5%
-190.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.3% |
| 7D | +8.3% | -0.8% | +9.1% | +8.5% |
| 30D | +6.1% | -7.8% | +13.9% | +9.2% |
| 3M | -34.8% | -4.0% | -30.8% | -34.1% |
| 6M | -24.8% | -1.9% | -22.9% | -25.9% |
| YTD | +12.2% | -0.2% | +12.4% | +9.4% |
| 1Y | +94.0% | +10.7% | +83.3% | +79.6% |
| All | +21.6% | +212.5% | -190.9% | -20.6% |
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