-22.5%
LBRT vs RVTY
+105.6%
-128.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.8% | +2.5% | +4.4% |
| 7D | -29.1% | -1.2% | -27.9% | -28.6% |
| 30D | -38.4% | +1.0% | -39.4% | -38.4% |
| 3M | -40.1% | +35.8% | -75.9% | -46.3% |
| 6M | -62.9% | +56.7% | -119.6% | -68.7% |
| YTD | -34.5% | +60.7% | -95.2% | -46.5% |
| 1Y | -30.2% | +73.7% | -103.9% | -44.8% |
| 3Y | -37.5% | +82.8% | -120.2% | -52.6% |
| 5Y | +7.6% | -7.0% | +14.6% | +0.5% |
| All | -22.5% | +105.6% | -128.0% | -63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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