-21.2%
RIG vs LBRT
-38.0%
+16.8%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.4% | -2.6% | +0.3% |
| 7D | -24.5% | -29.1% | +4.7% | -11.9% |
| 30D | -2.8% | -38.4% | +35.6% | +20.2% |
| 3M | +1.6% | -40.1% | +41.6% | +25.8% |
| 6M | -15.9% | -62.9% | +47.0% | +28.1% |
| YTD | +26.9% | -34.5% | +61.4% | +37.9% |
| 1Y | +34.4% | -30.2% | +64.6% | +39.7% |
| 3Y | -21.2% | -37.5% | +16.3% | -16.9% |
| All | -21.2% | -38.0% | +16.8% | -16.9% |
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