+44.0%
RUN vs LBRT
-16.4%
+60.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.3% | +0.9% | +3.4% |
| 7D | +3.2% | -1.9% | +5.1% | +2.9% |
| 30D | +19.5% | -32.0% | +51.5% | +28.3% |
| 3M | -9.6% | -39.7% | +30.1% | -0.5% |
| 6M | -37.3% | -61.1% | +23.8% | -24.4% |
| YTD | -50.7% | -29.4% | -21.3% | -49.8% |
| 1Y | -54.1% | -24.5% | -29.6% | -54.1% |
| 3Y | -3.9% | -28.1% | +24.2% | -8.3% |
| 5Y | -84.4% | +23.9% | -108.3% | -87.5% |
| All | +44.0% | -16.4% | +60.3% | -11.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling