+196.2%
RIO vs LBRT
-22.5%
+218.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.4% | -4.7% | -0.2% |
| 7D | +2.2% | -29.1% | +31.4% | +7.4% |
| 30D | -10.1% | -38.4% | +28.3% | -3.6% |
| 3M | -14.1% | -40.1% | +25.9% | -7.8% |
| 6M | -18.9% | -62.9% | +44.0% | -6.8% |
| YTD | +9.9% | -34.5% | +44.4% | +14.0% |
| 1Y | +27.0% | -30.2% | +57.2% | +29.9% |
| 3Y | +50.1% | -37.5% | +87.5% | +49.5% |
| 5Y | +95.3% | +7.6% | +87.7% | +71.8% |
| All | +196.2% | -22.5% | +218.6% | +131.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling