+58.4%
RUN vs LBRT
-22.5%
+80.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.4% | -4.3% | -0.1% |
| 7D | +33.4% | -29.1% | +62.6% | +42.4% |
| 30D | +31.1% | -38.4% | +69.5% | +44.1% |
| 3M | +6.4% | -40.1% | +46.5% | +17.1% |
| 6M | -22.2% | -62.9% | +40.7% | -5.2% |
| YTD | -45.8% | -34.5% | -11.2% | -43.8% |
| 1Y | -51.1% | -30.2% | -20.9% | -50.2% |
| 3Y | -3.0% | -37.5% | +34.5% | -4.4% |
| 5Y | -82.2% | +7.6% | -89.8% | -85.3% |
| All | +58.4% | -22.5% | +80.9% | -0.6% |
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 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