+95.8%
RIO vs LBRT
+115.1%
-19.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.2% |
| 7D | 0.0% | +8.7% | -8.8% | -1.4% |
| 30D | +4.0% | +6.6% | -2.6% | +2.7% |
| 3M | +0.1% | -34.5% | +34.6% | +6.2% |
| 6M | +12.7% | -24.5% | +37.2% | +15.9% |
| YTD | +35.6% | +12.7% | +22.8% | +29.4% |
| 1Y | +73.7% | +94.8% | -21.2% | +47.8% |
| 3Y | +93.3% | +31.9% | +61.4% | +67.8% |
| All | +95.8% | +115.1% | -19.3% | +49.1% |
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