-20.0%
RKT vs LBRT
+100.6%
-120.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.4% | -1.5% | -4.7% |
| 7D | +4.6% | -15.7% | +20.3% | +5.6% |
| 30D | +25.9% | -34.3% | +60.1% | +28.9% |
| 3M | +5.0% | -40.6% | +45.6% | +8.2% |
| 6M | -7.9% | -62.0% | +54.1% | -2.0% |
| YTD | -25.4% | -31.6% | +6.3% | -25.3% |
| 1Y | -15.4% | -25.8% | +10.4% | -16.0% |
| 3Y | +83.3% | -30.4% | +113.7% | +78.0% |
| 5Y | -0.8% | +18.7% | -19.5% | -9.4% |
| All | -20.0% | +100.6% | -120.6% | -34.9% |
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