+194.3%
RCL vs LBRT
-16.2%
+210.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +8.1% | -5.1% | +0.6% |
| 7D | +5.0% | -11.9% | +16.9% | +8.1% |
| 30D | +19.4% | -31.9% | +51.3% | +31.8% |
| 3M | +5.9% | -34.9% | +40.8% | +17.6% |
| 6M | +23.8% | -60.7% | +84.5% | +57.1% |
| YTD | +22.8% | -29.2% | +52.0% | +26.5% |
| 1Y | +34.3% | -23.6% | +57.9% | +34.2% |
| 3Y | +276.4% | -26.8% | +303.3% | +249.0% |
| 5Y | +281.6% | +16.3% | +265.3% | +175.4% |
| All | +194.3% | -16.2% | +210.5% | +44.8% |
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 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