+92.3%
RSG vs LBRT
+115.1%
-22.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.5% | -1.1% |
| 7D | +0.3% | +8.7% | -8.5% | +0.1% |
| 30D | +7.6% | +6.6% | +1.0% | +7.4% |
| 3M | +7.4% | -34.5% | +41.9% | +8.6% |
| 6M | -3.3% | -24.5% | +21.2% | -2.7% |
| YTD | +6.0% | +12.7% | -6.7% | +5.0% |
| 1Y | -3.7% | +94.8% | -98.5% | -7.0% |
| 3Y | +59.1% | +31.9% | +27.2% | +53.4% |
| All | +92.3% | +115.1% | -22.9% | +80.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling