+123.5%
LBRT vs RNG
+116.0%
+7.5%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +3.0% |
| 7D | +10.2% | -4.1% | +14.2% | +9.7% |
| 30D | +4.9% | +8.6% | -3.8% | +6.0% |
| 3M | -21.2% | +78.0% | -99.2% | -14.7% |
| 6M | -19.9% | +67.0% | -87.0% | -13.2% |
| YTD | +20.8% | +142.4% | -121.7% | +32.8% |
| 1Y | +123.5% | +120.4% | +3.1% | +154.0% |
| All | +123.5% | +116.0% | +7.5% | +154.0% |
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