+4.6%
RIOT vs LBRT
+33.5%
-28.9%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.5% | +1.6% | +2.7% |
| 7D | +14.8% | +8.7% | +6.1% | +11.8% |
| 30D | +1.4% | +6.6% | -5.2% | -1.1% |
| 3M | -20.6% | -34.5% | +13.8% | -10.8% |
| 6M | +31.9% | -24.5% | +56.4% | +38.9% |
| YTD | +72.1% | +12.7% | +59.3% | +58.3% |
| 1Y | +65.7% | +94.8% | -29.2% | +26.6% |
| 3Y | +97.5% | +31.9% | +65.6% | +64.7% |
| 5Y | -36.7% | +111.8% | -148.5% | -56.4% |
| All | +4.6% | +33.5% | -28.9% | -42.0% |
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 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