-22.5%
LBRT vs RY
+230.3%
-252.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.3% | +6.7% | +6.9% |
| 7D | -29.1% | -0.9% | -28.3% | -28.7% |
| 30D | -38.4% | +5.9% | -44.2% | -42.9% |
| 3M | -40.1% | -4.3% | -35.8% | -37.2% |
| 6M | -62.9% | +12.1% | -75.0% | -68.2% |
| YTD | -34.5% | +20.3% | -54.8% | -49.4% |
| 1Y | -30.2% | +41.0% | -71.2% | -56.0% |
| 3Y | -37.5% | +157.5% | -195.0% | -82.8% |
| 5Y | +7.6% | +123.2% | -115.6% | -64.1% |
| All | -22.5% | +230.3% | -252.8% | -82.5% |
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