+26.6%
LBRT vs RVTY
-11.6%
+38.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +0.9% | +0.3% |
| 7D | +13.8% | +4.1% | +9.7% | +12.8% |
| 30D | -32.4% | +1.3% | -33.7% | -32.4% |
| 3M | -39.9% | +33.3% | -73.2% | -43.8% |
| 6M | -60.8% | +58.3% | -119.1% | -65.1% |
| YTD | -29.3% | +62.7% | -92.0% | -38.3% |
| 1Y | -18.9% | +67.2% | -86.1% | -29.8% |
| 3Y | -28.0% | +87.3% | -115.3% | -39.5% |
| 5Y | +26.6% | -13.4% | +40.0% | +1.3% |
| All | +26.6% | -11.6% | +38.2% | +1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling