+43.0%
LBRT vs RRX
+138.9%
-95.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.5% | +5.6% | +4.7% |
| 7D | +10.2% | -0.7% | +10.9% | +10.6% |
| 30D | +4.9% | -8.0% | +12.8% | +10.5% |
| 3M | -21.2% | -25.1% | +3.8% | -8.4% |
| 6M | -19.9% | -18.3% | -1.7% | -15.8% |
| YTD | +20.8% | +14.2% | +6.6% | -1.9% |
| 1Y | +123.5% | +13.0% | +110.5% | +80.7% |
| 3Y | +30.9% | +4.2% | +26.7% | +2.7% |
| 5Y | +136.3% | +17.9% | +118.4% | +50.2% |
| All | +43.0% | +138.9% | -95.9% | -55.4% |
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