+494.8%
RMBS vs LBRT
-16.4%
+511.2%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.3% | +2.4% | +5.0% |
| 7D | +3.0% | -1.9% | +4.9% | +3.8% |
| 30D | -15.5% | -32.0% | +16.5% | -8.1% |
| 3M | -11.5% | -39.7% | +28.2% | -1.4% |
| 6M | -36.5% | -61.1% | +24.5% | -23.1% |
| YTD | -7.1% | -29.4% | +22.3% | -1.1% |
| 1Y | -18.7% | -24.5% | +5.8% | -14.5% |
| 3Y | +36.2% | -28.1% | +64.3% | +39.7% |
| 5Y | +252.0% | +23.9% | +228.1% | +216.6% |
| All | +494.8% | -16.4% | +511.2% | +343.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling