+57.0%
RGTI vs LBRT
+138.4%
-81.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.1% | -6.7% | -4.7% |
| 7D | +2.5% | +10.2% | -7.7% | -0.9% |
| 30D | -13.7% | +4.9% | -18.5% | -15.0% |
| 3M | -22.6% | -21.2% | -1.4% | -17.3% |
| 6M | -13.4% | -19.9% | +6.5% | -9.6% |
| YTD | -31.2% | +20.8% | -52.0% | -39.3% |
| 1Y | -7.6% | +123.5% | -131.2% | -36.0% |
| 3Y | +669.7% | +30.9% | +638.8% | +532.0% |
| 5Y | +57.0% | +136.3% | -79.3% | +22.4% |
| All | +57.0% | +138.4% | -81.4% | +22.4% |
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 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