+33.5%
LBRT vs RY
+243.7%
-210.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +2.3% |
| 7D | +8.7% | +3.1% | +5.6% | +4.5% |
| 30D | +6.6% | -0.3% | +6.9% | +7.0% |
| 3M | -34.5% | +8.7% | -43.1% | -41.0% |
| 6M | -24.5% | +28.5% | -53.0% | -45.9% |
| YTD | +12.7% | +25.1% | -12.4% | -16.5% |
| 1Y | +94.8% | +46.3% | +48.6% | +18.2% |
| 3Y | +31.9% | +154.9% | -123.1% | -63.0% |
| 5Y | +111.8% | +140.3% | -28.5% | -35.2% |
| All | +33.5% | +243.7% | -210.2% | -71.1% |
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