-16.0%
RKT vs LBRT
+107.6%
-123.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.1% | -7.2% | +0.4% |
| 7D | +10.3% | -11.9% | +22.2% | +11.0% |
| 30D | +32.3% | -31.9% | +64.3% | +35.2% |
| 3M | +10.7% | -34.9% | +45.6% | +13.3% |
| 6M | -3.2% | -60.7% | +57.5% | +2.8% |
| YTD | -21.5% | -29.2% | +7.7% | -21.6% |
| 1Y | -6.0% | -23.6% | +17.6% | -6.8% |
| 3Y | +104.2% | -26.8% | +131.1% | +97.6% |
| 5Y | +2.5% | +16.3% | -13.8% | -6.4% |
| All | -16.0% | +107.6% | -123.6% | -31.7% |
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 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