-21.5%
LBRT vs RNG
+179.4%
-200.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | -0.2% | -11.0% | -11.2% |
| 7D | -25.3% | -9.6% | -15.8% | -26.4% |
| 30D | -32.9% | -1.4% | -31.5% | -32.9% |
| 3M | -33.3% | +28.8% | -62.1% | -30.5% |
| 6M | -61.0% | +65.6% | -126.5% | -56.5% |
| YTD | -28.0% | +171.4% | -199.4% | -15.3% |
| 1Y | -21.5% | +185.3% | -206.8% | -11.0% |
| All | -21.5% | +179.4% | -200.9% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling