+26.4%
RIO vs LBRT
-27.7%
+54.1%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.3% | -1.9% |
| 7D | +3.6% | -15.7% | +19.2% | +4.7% |
| 30D | -10.8% | -34.3% | +23.5% | -8.1% |
| 3M | -15.2% | -40.6% | +25.4% | -11.9% |
| 6M | -18.0% | -62.0% | +44.0% | -12.4% |
| YTD | +11.0% | -31.6% | +42.6% | +13.1% |
| 1Y | +26.4% | -25.8% | +52.1% | +28.9% |
| All | +26.4% | -27.7% | +54.1% | +28.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling