-52.9%
RIG vs LBRT
+43.0%
-95.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.1% | -4.0% | -2.9% |
| 7D | -8.2% | +10.2% | -18.4% | -14.0% |
| 30D | -0.2% | +4.9% | -5.0% | -4.1% |
| 3M | -2.7% | -21.2% | +18.5% | +7.9% |
| 6M | -7.5% | -19.9% | +12.5% | -0.6% |
| YTD | +38.3% | +20.8% | +17.5% | +9.5% |
| 1Y | +81.8% | +123.5% | -41.7% | -11.5% |
| 3Y | -30.2% | +30.9% | -61.1% | -53.5% |
| 5Y | +59.9% | +136.3% | -76.3% | -29.2% |
| All | -52.9% | +43.0% | -95.9% | -75.6% |
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