+27.0%
LBRT vs RNG
+120.7%
-93.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -4.4% | +8.3% | +4.1% |
| 7D | +6.9% | -0.8% | +7.8% | +6.9% |
| 30D | +7.8% | +11.4% | -3.6% | +7.2% |
| 3M | -25.3% | +72.1% | -97.4% | -27.4% |
| 6M | -19.6% | +67.9% | -87.5% | -22.2% |
| YTD | +17.2% | +144.3% | -127.2% | +5.9% |
| 1Y | +114.1% | +117.5% | -3.4% | +97.3% |
| 3Y | +27.0% | +123.9% | -96.9% | +10.1% |
| All | +27.0% | +120.7% | -93.6% | +10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling