-56.1%
RIG vs LBRT
-16.2%
-39.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +4.3% | +13.8% | -9.5% | -4.5% |
| 30D | -5.8% | -32.4% | +26.6% | +18.4% |
| 3M | -6.7% | -39.9% | +33.2% | +24.3% |
| 6M | -18.7% | -60.8% | +42.2% | +36.8% |
| YTD | +28.8% | -29.3% | +58.1% | +39.6% |
| 1Y | +28.8% | -18.9% | +47.7% | +26.0% |
| 3Y | -20.0% | -28.0% | +8.0% | -23.4% |
| 5Y | +56.0% | +26.6% | +29.4% | +0.9% |
| All | -56.1% | -16.2% | -39.9% | -68.8% |
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