+144.0%
RSP vs LBRT
+33.5%
+110.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.6% |
| 7D | -0.8% | +8.3% | -9.0% | -1.9% |
| 30D | -0.3% | +6.1% | -6.5% | -1.3% |
| 3M | +4.3% | -34.8% | +39.0% | +9.6% |
| 6M | +8.8% | -24.8% | +33.6% | +11.5% |
| YTD | +15.3% | +12.2% | +3.0% | +10.8% |
| 1Y | +18.3% | +94.0% | -75.7% | +3.5% |
| 3Y | +52.8% | +31.3% | +21.5% | +37.2% |
| 5Y | +51.7% | +111.8% | -60.1% | +21.9% |
| All | +144.0% | +33.5% | +110.5% | +69.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling