-16.2%
LBRT vs RY
+235.3%
-251.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +1.5% | +6.6% | +6.3% |
| 7D | -11.9% | -0.2% | -11.7% | -11.9% |
| 30D | -31.9% | +7.1% | -39.0% | -37.8% |
| 3M | -34.9% | -2.7% | -32.2% | -33.1% |
| 6M | -60.7% | +13.8% | -74.4% | -66.8% |
| YTD | -29.2% | +22.1% | -51.3% | -46.2% |
| 1Y | -23.6% | +43.1% | -66.7% | -52.7% |
| 3Y | -26.8% | +163.6% | -190.5% | -80.4% |
| 5Y | +16.3% | +126.2% | -109.9% | -61.7% |
| All | -16.2% | +235.3% | -251.5% | -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