+90.3%
RIO vs LBRT
+28.1%
+62.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.6% |
| 7D | -0.9% | +9.2% | -10.1% | -2.3% |
| 30D | -9.1% | -27.5% | +18.4% | -5.0% |
| 3M | -13.7% | -37.9% | +24.2% | -7.8% |
| 6M | -24.3% | -60.7% | +36.4% | -13.6% |
| YTD | +8.9% | -28.5% | +37.4% | +10.8% |
| 1Y | +22.7% | -13.2% | +35.9% | +20.3% |
| 3Y | +51.2% | -28.8% | +80.0% | +45.8% |
| All | +90.3% | +28.1% | +62.2% | +58.2% |
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