+140.3%
RBRK vs LBRT
-4.6%
+144.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.9% | +6.0% | +0.8% |
| 7D | -3.5% | +2.3% | -5.8% | -3.8% |
| 30D | -8.3% | -2.9% | -5.4% | -8.1% |
| 3M | +24.7% | -26.1% | +50.8% | +28.1% |
| 6M | +58.9% | -26.2% | +85.1% | +62.3% |
| YTD | +16.3% | +13.7% | +2.6% | +9.8% |
| 1Y | +10.1% | +93.6% | -83.4% | -7.7% |
| All | +140.3% | -4.6% | +144.9% | +132.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 3y: compounded portfolio wealth divided by compounded LBRT 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…
3y analysis · Full analysis span regression · 6 months rolling