-37.5%
LBRT vs RRC
+36.3%
-73.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.9% | +8.3% | +7.1% |
| 7D | -29.1% | -10.8% | -18.3% | -24.1% |
| 30D | -38.4% | +22.3% | -60.7% | -45.7% |
| 3M | -40.1% | +26.6% | -66.7% | -48.5% |
| 6M | -62.9% | +18.9% | -81.8% | -67.0% |
| YTD | -34.5% | +39.2% | -73.7% | -48.3% |
| 1Y | -30.2% | +34.0% | -64.2% | -43.8% |
| 3Y | -37.5% | +42.0% | -79.5% | -51.6% |
| All | -37.5% | +36.3% | -73.7% | -51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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