+317.0%
RSG vs LBRT
-16.4%
+333.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.3% | -2.6% | +0.5% |
| 7D | +1.6% | -1.9% | +3.5% | +1.6% |
| 30D | +13.5% | -32.0% | +45.5% | +15.5% |
| 3M | +16.3% | -39.7% | +56.0% | +19.0% |
| 6M | +26.9% | -61.1% | +88.0% | +32.8% |
| YTD | +19.1% | -29.4% | +48.4% | +19.6% |
| 1Y | +21.8% | -24.5% | +46.3% | +21.7% |
| 3Y | +63.5% | -28.1% | +91.6% | +60.5% |
| 5Y | +98.6% | +23.9% | +74.8% | +83.5% |
| All | +317.0% | -16.4% | +333.4% | +232.6% |
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