+147.6%
RBRK vs LBRT
-1.7%
+149.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.9% | -6.1% | -2.6% |
| 7D | +3.7% | +6.9% | -3.3% | +2.8% |
| 30D | +1.7% | +7.8% | -6.1% | +0.7% |
| 3M | +27.7% | -25.3% | +53.0% | +31.2% |
| 6M | +60.3% | -19.6% | +79.8% | +61.7% |
| YTD | +19.8% | +17.2% | +2.7% | +12.8% |
| 1Y | -4.2% | +114.1% | -118.2% | -21.7% |
| All | +147.6% | -1.7% | +149.3% | +139.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling