-13.2%
LBRT vs RY
+38.8%
-52.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.2% | +1.2% |
| 7D | +9.2% | +0.6% | +8.6% | +9.0% |
| 30D | -27.5% | +5.0% | -32.6% | -28.9% |
| 3M | -37.9% | -5.3% | -32.6% | -35.9% |
| 6M | -60.7% | +13.8% | -74.5% | -61.0% |
| YTD | -28.5% | +21.0% | -49.5% | -30.9% |
| 1Y | -13.2% | +40.5% | -53.7% | -28.2% |
| All | -13.2% | +38.8% | -52.0% | -28.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling