-85.1%
RUN vs LBRT
+28.1%
-113.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.1% |
| 7D | -13.5% | +9.2% | -22.7% | -15.1% |
| 30D | +18.3% | -27.5% | +45.8% | +25.0% |
| 3M | -12.5% | -37.9% | +25.4% | -4.3% |
| 6M | -40.3% | -60.7% | +20.4% | -27.8% |
| YTD | -53.1% | -28.5% | -24.6% | -52.9% |
| 1Y | -54.3% | -13.2% | -41.1% | -56.6% |
| 3Y | -6.5% | -28.8% | +22.3% | -11.8% |
| All | -85.1% | +28.1% | -113.2% | -89.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling