-22.2%
RKT vs LBRT
+230.6%
-252.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.2% | -1.2% |
| 7D | +2.1% | +8.3% | -6.1% | +1.4% |
| 30D | +1.4% | +6.1% | -4.7% | +0.8% |
| 3M | +6.3% | -34.8% | +41.0% | +9.5% |
| 6M | -15.5% | -24.8% | +9.4% | -14.4% |
| YTD | -27.4% | +12.2% | -39.6% | -29.3% |
| 1Y | -26.6% | +94.0% | -120.6% | -32.8% |
| 3Y | +41.2% | +31.3% | +10.0% | +31.4% |
| 5Y | -6.4% | +111.8% | -118.2% | -17.1% |
| All | -22.2% | +230.6% | -252.8% | -38.4% |
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