-54.1%
RUN vs LBRT
-23.4%
-30.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.3% | +0.9% | +4.2% |
| 7D | +3.2% | -1.9% | +5.1% | +3.2% |
| 30D | +19.5% | -32.0% | +51.5% | +21.1% |
| 3M | -9.6% | -39.7% | +30.1% | -7.5% |
| 6M | -37.3% | -61.1% | +23.8% | -34.8% |
| YTD | -50.7% | -29.4% | -21.3% | -53.2% |
| 1Y | -54.1% | -24.5% | -29.6% | -57.6% |
| All | -54.1% | -23.4% | -30.7% | -57.6% |
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 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