+26.6%
LBRT vs RY
+125.1%
-98.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.6% |
| 7D | +13.8% | -0.5% | +14.4% | +14.5% |
| 30D | -32.4% | +4.7% | -37.1% | -35.4% |
| 3M | -39.9% | -4.5% | -35.4% | -37.4% |
| 6M | -60.8% | +12.5% | -73.4% | -65.1% |
| YTD | -29.3% | +21.1% | -50.4% | -41.9% |
| 1Y | -18.9% | +38.6% | -57.5% | -41.7% |
| 3Y | -28.0% | +160.2% | -188.1% | -73.8% |
| 5Y | +26.6% | +124.7% | -98.1% | -48.0% |
| All | +26.6% | +125.1% | -98.6% | -48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling