+63.2%
RIG vs LBRT
+116.2%
-53.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.9% | -5.5% | -4.0% |
| 7D | -2.7% | +6.9% | -9.6% | -6.9% |
| 30D | +9.5% | +7.8% | +1.7% | +3.7% |
| 3M | -6.6% | -25.3% | +18.6% | +7.3% |
| 6M | -2.9% | -19.6% | +16.7% | +3.9% |
| YTD | +39.5% | +17.2% | +22.3% | +11.8% |
| 1Y | +82.3% | +114.1% | -31.8% | -12.2% |
| 3Y | -29.6% | +27.0% | -56.6% | -53.6% |
| 5Y | +63.2% | +128.3% | -65.1% | -40.5% |
| All | +63.2% | +116.2% | -53.0% | -40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling