+2.0%
RDW vs LBRT
+82.0%
-80.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.3% | -2.6% |
| 7D | +0.9% | +1.8% | -0.9% | +0.3% |
| 30D | -21.3% | -2.5% | -18.8% | -20.8% |
| 3M | -37.9% | -24.9% | -13.0% | -34.0% |
| 6M | +12.3% | -29.5% | +41.7% | +20.0% |
| YTD | +39.7% | +14.7% | +25.0% | +30.6% |
| 1Y | +25.7% | +91.7% | -66.1% | +1.7% |
| 3Y | +230.8% | +24.6% | +206.2% | +187.8% |
| 5Y | -8.8% | +127.7% | -136.5% | -25.3% |
| All | +2.0% | +82.0% | -80.0% | -17.2% |
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