+63.3%
RSG vs LBRT
-28.3%
+91.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.1% | -8.1% | +0.1% |
| 7D | +0.3% | -11.9% | +12.3% | +0.3% |
| 30D | +13.8% | -31.9% | +45.7% | +13.6% |
| 3M | +15.4% | -34.9% | +50.3% | +15.2% |
| 6M | +24.1% | -60.7% | +84.8% | +24.8% |
| YTD | +17.8% | -29.2% | +47.1% | +17.2% |
| 1Y | +21.5% | -23.6% | +45.1% | +20.6% |
| 3Y | +63.3% | -26.8% | +90.1% | +57.9% |
| All | +63.3% | -28.3% | +91.6% | +57.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling