-7.7%
RUN vs LBRT
-27.9%
+20.2%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.2% | -6.2% | -6.1% |
| 7D | -13.7% | +13.8% | -27.5% | -15.3% |
| 30D | +9.4% | -32.4% | +41.8% | +15.6% |
| 3M | -13.4% | -39.9% | +26.5% | -6.7% |
| 6M | -39.6% | -60.8% | +21.3% | -29.8% |
| YTD | -53.7% | -29.3% | -24.4% | -53.8% |
| 1Y | -56.2% | -18.9% | -37.3% | -57.8% |
| All | -7.7% | -27.9% | +20.2% | -10.9% |
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