+43.0%
LBRT vs RNG
+41.7%
+1.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +3.2% |
| 7D | +10.2% | -4.1% | +14.2% | +10.6% |
| 30D | +4.9% | +8.6% | -3.8% | +3.9% |
| 3M | -21.2% | +78.0% | -99.2% | -26.5% |
| 6M | -19.9% | +67.0% | -87.0% | -25.3% |
| YTD | +20.8% | +142.4% | -121.7% | +6.0% |
| 1Y | +123.5% | +120.4% | +3.1% | +98.4% |
| 3Y | +30.9% | +122.1% | -91.2% | +13.1% |
| 5Y | +136.3% | -69.8% | +206.1% | +143.5% |
| All | +43.0% | +41.7% | +1.3% | -15.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling