+185.8%
RCL vs LBRT
-22.5%
+208.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.4% | -4.0% | -0.2% |
| 7D | +6.5% | -29.1% | +35.7% | +16.6% |
| 30D | +15.9% | -38.4% | +54.3% | +31.9% |
| 3M | +2.7% | -40.1% | +42.7% | +16.9% |
| 6M | +15.2% | -62.9% | +78.1% | +48.8% |
| YTD | +19.2% | -34.5% | +53.8% | +25.7% |
| 1Y | +31.6% | -30.2% | +61.8% | +35.2% |
| 3Y | +274.2% | -37.5% | +311.7% | +264.7% |
| 5Y | +250.1% | +7.6% | +242.5% | +158.7% |
| All | +185.8% | -22.5% | +208.2% | +44.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling