+146.8%
RSP vs LBRT
-16.2%
+163.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | +1.8% | +13.8% | -12.1% | 0.0% |
| 30D | +3.5% | -32.4% | +35.9% | +8.4% |
| 3M | +0.2% | -39.9% | +40.1% | +6.4% |
| 6M | +9.1% | -60.8% | +70.0% | +21.8% |
| YTD | +16.6% | -29.3% | +45.9% | +18.4% |
| 1Y | +17.9% | -18.9% | +36.8% | +17.1% |
| 3Y | +64.6% | -28.0% | +92.6% | +59.8% |
| 5Y | +48.4% | +26.6% | +21.8% | +27.6% |
| All | +146.8% | -16.2% | +163.0% | +81.4% |
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 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