-15.3%
LBRT vs RRX
+164.6%
-180.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +2.5% |
| 7D | +9.2% | +4.3% | +4.9% | +6.4% |
| 30D | -27.5% | +12.3% | -39.8% | -32.6% |
| 3M | -37.9% | +3.7% | -41.5% | -39.1% |
| 6M | -60.7% | -13.9% | -46.8% | -58.2% |
| YTD | -28.5% | +26.5% | -55.0% | -45.4% |
| 1Y | -13.2% | +29.3% | -42.5% | -35.1% |
| 3Y | -28.8% | +65.6% | -94.3% | -59.6% |
| 5Y | +28.0% | +10.6% | +17.3% | -8.8% |
| All | -15.3% | +164.6% | -180.0% | -75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 10y: compounded portfolio wealth divided by compounded RRX 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…
10y analysis · Full analysis span regression · 6 months rolling