+188.2%
RTX vs LBRT
+33.5%
+154.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.8% |
| 7D | -5.2% | +8.3% | -13.4% | -6.4% |
| 30D | -9.4% | +6.1% | -15.5% | -10.4% |
| 3M | +12.3% | -34.8% | +47.0% | +18.9% |
| 6M | -3.1% | -24.8% | +21.7% | -0.8% |
| YTD | +10.7% | +12.2% | -1.6% | +4.8% |
| 1Y | +28.4% | +94.0% | -65.6% | +8.1% |
| 3Y | +147.1% | +31.3% | +115.8% | +113.8% |
| 5Y | +167.2% | +111.8% | +55.4% | +98.4% |
| All | +188.2% | +33.5% | +154.7% | +75.8% |
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