+41.1%
RUN vs LBRT
+33.5%
+7.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.5% | -0.7% |
| 7D | +1.3% | +8.3% | -7.0% | -0.7% |
| 30D | -15.3% | +6.1% | -21.4% | -16.8% |
| 3M | -40.0% | -34.8% | -5.3% | -34.4% |
| 6M | -27.0% | -24.8% | -2.1% | -23.5% |
| YTD | -51.7% | +12.2% | -63.9% | -54.9% |
| 1Y | -45.9% | +94.0% | -139.9% | -56.8% |
| 3Y | -43.8% | +31.3% | -75.0% | -52.8% |
| 5Y | -80.5% | +111.8% | -192.3% | -86.1% |
| All | +41.1% | +33.5% | +7.6% | -20.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling