+181.2%
RCL vs LBRT
-16.2%
+197.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.2% | -4.1% | -4.0% |
| 7D | -0.2% | +13.8% | -14.1% | -4.2% |
| 30D | +14.4% | -32.4% | +46.8% | +26.5% |
| 3M | +5.2% | -39.9% | +45.1% | +19.8% |
| 6M | +26.1% | -60.8% | +87.0% | +60.2% |
| YTD | +17.4% | -29.3% | +46.6% | +20.8% |
| 1Y | +24.7% | -18.9% | +43.5% | +22.2% |
| 3Y | +250.9% | -28.0% | +278.9% | +226.8% |
| 5Y | +293.8% | +26.6% | +267.3% | +175.3% |
| All | +181.2% | -16.2% | +197.5% | +38.3% |
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