-53.9%
RUN vs LBRT
-25.0%
-28.9%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -11.2% | +12.5% | +1.6% |
| 7D | +18.5% | -25.3% | +43.8% | +19.7% |
| 30D | +15.5% | -32.9% | +48.4% | +18.0% |
| 3M | -20.3% | -33.3% | +13.0% | -18.7% |
| 6M | -30.8% | -61.0% | +30.2% | -26.8% |
| YTD | -52.2% | -28.0% | -24.2% | -55.7% |
| 1Y | -53.9% | -21.5% | -32.4% | -59.5% |
| All | -53.9% | -25.0% | -28.9% | -59.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling