-16.7%
RKT vs LBRT
+92.1%
-108.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.4% | -3.8% | +1.3% |
| 7D | +17.7% | -29.1% | +46.8% | +19.9% |
| 30D | +31.6% | -38.4% | +70.0% | +35.4% |
| 3M | +13.9% | -40.1% | +54.0% | +17.2% |
| 6M | +2.8% | -62.9% | +65.7% | +9.5% |
| YTD | -22.2% | -34.5% | +12.3% | -21.9% |
| 1Y | -3.5% | -30.2% | +26.7% | -3.8% |
| 3Y | +95.3% | -37.5% | +132.7% | +91.3% |
| 5Y | -0.4% | +7.6% | -8.0% | -8.6% |
| All | -16.7% | +92.1% | -108.7% | -31.9% |
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 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