+33.5%
LBRT vs RRC
+162.0%
-128.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.5% |
| 7D | +8.3% | +1.3% | +7.0% | +7.6% |
| 30D | +6.1% | +10.1% | -4.0% | +1.2% |
| 3M | -34.8% | +4.0% | -38.8% | -36.2% |
| 6M | -24.8% | +1.6% | -26.4% | -25.9% |
| YTD | +12.2% | +19.7% | -7.5% | +1.4% |
| 1Y | +94.0% | +21.4% | +72.6% | +72.9% |
| 3Y | +31.3% | +29.7% | +1.6% | +13.1% |
| 5Y | +111.8% | +153.9% | -42.0% | +27.2% |
| All | +33.5% | +162.0% | -128.6% | -28.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling