-52.4%
RIG vs LBRT
+34.6%
-87.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.9% | +6.9% | +4.9% |
| 7D | -4.2% | +2.3% | -6.5% | -6.0% |
| 30D | -0.7% | -2.9% | +2.2% | 0.0% |
| 3M | -4.0% | -26.1% | +22.1% | +10.8% |
| 6M | -6.3% | -26.2% | +19.8% | +5.8% |
| YTD | +39.7% | +13.7% | +26.1% | +14.8% |
| 1Y | +78.1% | +93.6% | -15.5% | -4.4% |
| 3Y | -29.5% | +23.2% | -52.7% | -51.3% |
| 5Y | +65.3% | +125.5% | -60.2% | -24.8% |
| All | -52.4% | +34.6% | -87.0% | -74.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling