+142.5%
RSP vs LBRT
-26.4%
+168.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -13.7% | +10.8% | -1.1% |
| 7D | -1.4% | -34.8% | +33.4% | +4.0% |
| 30D | +2.1% | -43.6% | +45.7% | +9.7% |
| 3M | -0.9% | -41.2% | +40.3% | +5.5% |
| 6M | +7.5% | -66.1% | +73.6% | +22.4% |
| YTD | +14.6% | -37.9% | +52.4% | +18.4% |
| 1Y | +17.6% | -33.9% | +51.5% | +20.2% |
| 3Y | +60.8% | -40.9% | +101.6% | +60.5% |
| 5Y | +46.1% | +2.1% | +44.0% | +29.6% |
| All | +142.5% | -26.4% | +168.9% | +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 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