-16.4%
LBRT vs RY
+234.2%
-250.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.6% | +2.7% | +2.6% |
| 7D | -1.9% | -3.0% | +1.1% | +2.2% |
| 30D | -32.0% | +6.3% | -38.3% | -37.3% |
| 3M | -39.7% | -2.6% | -37.1% | -38.1% |
| 6M | -61.1% | +13.9% | -75.0% | -67.3% |
| YTD | -29.4% | +21.7% | -51.1% | -46.2% |
| 1Y | -24.5% | +40.4% | -64.9% | -52.1% |
| 3Y | -28.1% | +161.3% | -189.4% | -80.6% |
| 5Y | +23.9% | +126.5% | -102.6% | -59.4% |
| All | -16.4% | +234.2% | -250.6% | -81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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