+33.5%
LBRT vs RRX
+143.8%
-110.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +8.7% | +3.4% | +5.3% | +6.4% |
| 30D | +6.6% | -11.1% | +17.7% | +14.6% |
| 3M | -34.5% | -23.7% | -10.7% | -24.5% |
| 6M | -24.5% | -22.0% | -2.5% | -18.1% |
| YTD | +12.7% | +16.5% | -3.8% | -9.5% |
| 1Y | +94.8% | +11.5% | +83.3% | +59.5% |
| 3Y | +31.9% | +1.5% | +30.3% | +6.0% |
| 5Y | +111.8% | +18.3% | +93.6% | +35.3% |
| All | +33.5% | +143.8% | -110.3% | -58.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling