+269.5%
RSG vs LBRT
+38.7%
+230.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.9% | -4.4% | -0.7% |
| 7D | -0.7% | +6.9% | -7.7% | -1.1% |
| 30D | +3.3% | +7.8% | -4.5% | +2.8% |
| 3M | +8.5% | -25.3% | +33.7% | +9.9% |
| 6M | -3.5% | -19.6% | +16.0% | -2.9% |
| YTD | +5.5% | +17.2% | -11.7% | +3.5% |
| 1Y | -1.7% | +114.1% | -115.8% | -7.9% |
| 3Y | +56.9% | +27.0% | +29.9% | +49.5% |
| 5Y | +89.4% | +128.3% | -38.9% | +68.8% |
| All | +269.5% | +38.7% | +230.8% | +187.7% |
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