+5.9%
RIOT vs LBRT
+43.0%
-37.1%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.1% | -3.9% | -1.8% |
| 7D | +18.4% | +10.2% | +8.2% | +14.9% |
| 30D | +13.8% | +4.9% | +8.9% | +11.8% |
| 3M | -12.7% | -21.2% | +8.5% | -7.6% |
| 6M | +50.1% | -19.9% | +70.1% | +55.1% |
| YTD | +74.2% | +20.8% | +53.4% | +56.8% |
| 1Y | +45.1% | +123.5% | -78.4% | +6.2% |
| 3Y | +101.6% | +30.9% | +70.6% | +68.4% |
| 5Y | -29.6% | +136.3% | -165.9% | -53.1% |
| All | +5.9% | +43.0% | -37.1% | -42.5% |
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