+18.7%
LBRT vs RNG
-75.4%
+94.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.7% | -4.1% | -3.5% |
| 7D | -15.7% | -6.0% | -9.7% | -15.2% |
| 30D | -34.3% | -7.4% | -26.9% | -33.8% |
| 3M | -40.6% | +14.6% | -55.2% | -41.4% |
| 6M | -62.0% | +61.5% | -123.5% | -63.8% |
| YTD | -31.6% | +155.7% | -187.3% | -39.7% |
| 1Y | -25.8% | +172.5% | -198.3% | -35.2% |
| 3Y | -30.4% | +168.0% | -198.4% | -40.6% |
| 5Y | +18.7% | -73.8% | +92.4% | +37.9% |
| All | +18.7% | -75.4% | +94.1% | +37.9% |
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