+128.3%
LBRT vs RNG
-70.8%
+199.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -4.4% | +8.3% | +4.3% |
| 7D | +6.9% | -0.8% | +7.8% | +7.0% |
| 30D | +7.8% | +11.4% | -3.6% | +6.8% |
| 3M | -25.3% | +72.1% | -97.4% | -29.1% |
| 6M | -19.6% | +67.9% | -87.5% | -24.0% |
| YTD | +17.2% | +144.3% | -127.2% | +4.4% |
| 1Y | +114.1% | +117.5% | -3.4% | +93.4% |
| 3Y | +27.0% | +123.9% | -96.9% | +11.2% |
| 5Y | +128.3% | -70.1% | +198.4% | +121.3% |
| All | +128.3% | -70.8% | +199.1% | +121.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling