-37.5%
LBRT vs RL
+240.1%
-277.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.4% | +6.7% | +5.8% |
| 7D | -29.1% | -4.2% | -25.0% | -28.1% |
| 30D | -38.4% | +4.3% | -42.7% | -39.4% |
| 3M | -40.1% | -4.6% | -35.5% | -39.2% |
| 6M | -62.9% | +1.7% | -64.6% | -63.5% |
| YTD | -34.5% | +7.3% | -41.9% | -38.0% |
| 1Y | -30.2% | +20.8% | -51.0% | -37.8% |
| 3Y | -37.5% | +247.0% | -284.4% | -60.8% |
| All | -37.5% | +240.1% | -277.5% | -60.8% |
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