-6.6%
RKT vs LBRT
+25.3%
-31.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.2% | -5.2% | -5.1% |
| 7D | -7.5% | +13.8% | -21.3% | -8.4% |
| 30D | +26.6% | -32.4% | +59.0% | +29.9% |
| 3M | -2.4% | -39.9% | +37.5% | +1.0% |
| 6M | -7.4% | -60.8% | +53.5% | -0.3% |
| YTD | -29.2% | -29.3% | +0.1% | -29.7% |
| 1Y | -23.5% | -18.9% | -4.7% | -25.4% |
| 3Y | +73.9% | -28.0% | +101.9% | +65.5% |
| 5Y | -6.6% | +26.6% | -33.2% | -25.3% |
| All | -6.6% | +25.3% | -31.9% | -25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling