-6.3%
RKT vs LBRT
+115.1%
-121.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.3% |
| 7D | +2.1% | +8.7% | -6.6% | +1.2% |
| 30D | +1.4% | +6.6% | -5.2% | +0.6% |
| 3M | +6.3% | -34.5% | +40.7% | +10.4% |
| 6M | -15.5% | -24.5% | +9.0% | -14.1% |
| YTD | -27.4% | +12.7% | -40.1% | -30.1% |
| 1Y | -26.6% | +94.8% | -121.4% | -34.9% |
| 3Y | +41.2% | +31.9% | +9.4% | +27.1% |
| All | -6.3% | +115.1% | -121.4% | -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