-27.6%
RIG vs LBRT
+21.3%
-48.9%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.5% | -4.3% | -3.5% |
| 7D | +0.9% | +8.7% | -7.9% | -3.1% |
| 30D | +13.8% | +6.6% | +7.2% | +9.9% |
| 3M | -6.4% | -34.5% | +28.1% | +11.8% |
| 6M | -8.2% | -24.5% | +16.3% | +0.5% |
| YTD | +41.6% | +12.7% | +28.9% | +22.0% |
| 1Y | +88.7% | +94.8% | -6.1% | +11.6% |
| All | -27.6% | +21.3% | -48.9% | -44.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling