+234.8%
RCL vs LBRT
+114.2%
+120.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.2% | -0.3% |
| 7D | -5.1% | +8.3% | -13.3% | -6.7% |
| 30D | -19.0% | +6.1% | -25.1% | -20.3% |
| 3M | -9.6% | -34.8% | +25.2% | -2.3% |
| 6M | -6.7% | -24.8% | +18.1% | -3.9% |
| YTD | -3.9% | +12.2% | -16.1% | -10.3% |
| 1Y | -25.1% | +94.0% | -119.1% | -40.0% |
| 3Y | +179.1% | +31.3% | +147.8% | +131.9% |
| All | +234.8% | +114.2% | +120.6% | +121.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling