-26.4%
LBRT vs RY
+234.6%
-261.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -2.9% | -10.8% | -10.2% |
| 7D | -34.8% | -1.1% | -33.7% | -34.1% |
| 30D | -43.6% | +4.4% | -48.0% | -46.8% |
| 3M | -41.2% | -2.9% | -38.3% | -39.4% |
| 6M | -66.1% | +15.6% | -81.6% | -72.0% |
| YTD | -37.9% | +21.8% | -59.7% | -52.7% |
| 1Y | -33.9% | +42.6% | -76.5% | -58.9% |
| 3Y | -40.9% | +160.9% | -201.8% | -84.0% |
| 5Y | +2.1% | +126.1% | -124.0% | -66.4% |
| All | -26.4% | +234.6% | -261.0% | -83.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling