+27.0%
LBRT vs RRX
+4.1%
+22.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.5% | +3.4% | +3.7% |
| 7D | +6.9% | +4.3% | +2.7% | +5.2% |
| 30D | +7.8% | -8.0% | +15.8% | +11.3% |
| 3M | -25.3% | -22.0% | -3.2% | -19.0% |
| 6M | -19.6% | -11.9% | -7.7% | -19.1% |
| YTD | +17.2% | +17.1% | +0.1% | +1.1% |
| 1Y | +114.1% | +14.9% | +99.2% | +85.7% |
| 3Y | +27.0% | +6.9% | +20.1% | +14.7% |
| All | +27.0% | +4.1% | +22.9% | +14.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling