+269.1%
RCL vs LBRT
-41.2%
+310.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -13.7% | +10.6% | -1.0% |
| 7D | +3.9% | -34.8% | +38.7% | +10.4% |
| 30D | +11.8% | -43.6% | +55.3% | +21.4% |
| 3M | -0.8% | -41.2% | +40.4% | +6.5% |
| 6M | +23.6% | -66.1% | +89.7% | +45.5% |
| YTD | +17.6% | -37.9% | +55.5% | +19.5% |
| 1Y | +28.3% | -33.9% | +62.2% | +28.3% |
| All | +269.1% | -41.2% | +310.3% | +258.4% |
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