+33.5%
LBRT vs RVTY
+72.5%
-39.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | +8.7% | +1.1% | +7.6% | +8.3% |
| 30D | +6.6% | +13.2% | -6.6% | +1.8% |
| 3M | -34.5% | +27.2% | -61.7% | -40.4% |
| 6M | -24.5% | +32.4% | -56.9% | -33.3% |
| YTD | +12.7% | +34.9% | -22.1% | -2.0% |
| 1Y | +94.8% | +52.4% | +42.5% | +60.3% |
| 3Y | +31.9% | +12.3% | +19.6% | +19.3% |
| 5Y | +111.8% | -30.8% | +142.6% | +124.3% |
| All | +33.5% | +72.5% | -39.0% | -32.4% |
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