+48.7%
RSP vs LBRT
+16.1%
+32.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +8.1% | -5.8% | +1.4% |
| 7D | +0.4% | -11.9% | +12.4% | +1.6% |
| 30D | +3.7% | -31.9% | +35.7% | +7.7% |
| 3M | +0.8% | -34.9% | +35.6% | +4.9% |
| 6M | +9.1% | -60.7% | +69.7% | +20.0% |
| YTD | +16.7% | -29.2% | +45.9% | +17.5% |
| 1Y | +19.7% | -23.6% | +43.3% | +18.9% |
| 3Y | +66.7% | -26.8% | +93.6% | +59.7% |
| 5Y | +48.7% | +16.3% | +32.4% | +30.6% |
| All | +48.7% | +16.1% | +32.6% | +30.6% |
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 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