+200.6%
RIO vs LBRT
-16.4%
+216.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.8% | 0.0% |
| 7D | +0.5% | -1.9% | +2.4% | +0.6% |
| 30D | -9.9% | -32.0% | +22.1% | -4.9% |
| 3M | -14.0% | -39.7% | +25.7% | -7.7% |
| 6M | -19.5% | -61.1% | +41.6% | -8.2% |
| YTD | +11.5% | -29.4% | +40.9% | +14.3% |
| 1Y | +26.9% | -24.5% | +51.4% | +28.2% |
| 3Y | +55.1% | -28.1% | +83.2% | +51.0% |
| 5Y | +90.7% | +23.9% | +66.8% | +64.1% |
| All | +200.6% | -16.4% | +216.9% | +132.3% |
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