+196.8%
RCL vs LBRT
-19.0%
+215.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.4% | +4.3% | +1.9% |
| 7D | +8.5% | -15.7% | +24.2% | +13.2% |
| 30D | +20.4% | -34.3% | +54.7% | +34.3% |
| 3M | +11.0% | -40.6% | +51.6% | +26.9% |
| 6M | +24.9% | -62.0% | +86.9% | +60.1% |
| YTD | +23.9% | -31.6% | +55.5% | +28.8% |
| 1Y | +30.8% | -25.8% | +56.6% | +31.8% |
| 3Y | +270.4% | -30.4% | +300.8% | +248.6% |
| 5Y | +296.1% | +18.7% | +277.4% | +183.1% |
| All | +196.8% | -19.0% | +215.9% | +47.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling