-33.3%
LBRT vs RY
+0.2%
-33.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | +3.0% | -14.2% | -11.0% |
| 7D | -25.3% | +2.5% | -27.8% | -24.9% |
| 30D | -32.9% | +8.4% | -41.3% | -34.1% |
| 3M | -33.3% | +1.2% | -34.6% | -31.7% |
| All | -33.3% | +0.2% | -33.5% | -31.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling