-15.3%
RIOT vs LBRT
-16.2%
+0.9%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +8.1% | -2.4% | +3.1% |
| 7D | +49.2% | -11.9% | +61.1% | +54.2% |
| 30D | +4.6% | -31.9% | +36.5% | +17.4% |
| 3M | -13.9% | -34.9% | +20.9% | -2.7% |
| 6M | -26.7% | -60.7% | +34.0% | -4.3% |
| YTD | +39.4% | -29.2% | +68.6% | +47.3% |
| 1Y | +3.8% | -23.6% | +27.4% | +6.9% |
| 3Y | +73.0% | -26.8% | +99.8% | +72.7% |
| 5Y | -55.7% | +16.3% | -72.0% | -63.2% |
| All | -15.3% | -16.2% | +0.9% | -46.0% |
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