-26.4%
LBRT vs RL
+326.6%
-353.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -7.3% | -6.3% | -9.9% |
| 7D | -34.8% | -4.7% | -30.1% | -33.2% |
| 30D | -43.6% | +3.6% | -47.1% | -44.8% |
| 3M | -41.2% | +0.5% | -41.8% | -41.9% |
| 6M | -66.1% | +6.6% | -72.7% | -68.0% |
| YTD | -37.9% | +8.8% | -46.7% | -43.1% |
| 1Y | -33.9% | +21.8% | -55.6% | -43.4% |
| 3Y | -40.9% | +245.8% | -286.7% | -73.0% |
| 5Y | +2.1% | +230.0% | -227.9% | -55.0% |
| All | -26.4% | +326.6% | -353.0% | -75.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling