+144.2%
RTX vs LBRT
-38.0%
+182.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.4% | -6.6% | -1.5% |
| 7D | -5.1% | -29.1% | +24.0% | -3.6% |
| 30D | +5.1% | -38.4% | +43.5% | +7.6% |
| 3M | -14.8% | -40.1% | +25.2% | -12.8% |
| 6M | +8.0% | -62.9% | +70.9% | +14.1% |
| YTD | +4.5% | -34.5% | +39.0% | +3.0% |
| 1Y | +9.8% | -30.2% | +40.1% | +7.3% |
| 3Y | +144.2% | -37.5% | +181.7% | +128.6% |
| All | +144.2% | -38.0% | +182.2% | +128.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling