+505.5%
RMBS vs LBRT
+38.7%
+466.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.9% | -2.3% | +0.8% |
| 7D | +3.0% | +6.9% | -4.0% | +1.5% |
| 30D | -14.4% | +7.8% | -22.2% | -15.9% |
| 3M | -42.8% | -25.3% | -17.6% | -39.8% |
| 6M | -1.4% | -19.6% | +18.2% | +2.0% |
| YTD | -5.4% | +17.2% | -22.6% | -9.6% |
| 1Y | +18.6% | +114.1% | -95.5% | +0.1% |
| 3Y | +57.3% | +27.0% | +30.3% | +43.1% |
| 5Y | +265.7% | +128.3% | +137.4% | +187.6% |
| All | +505.5% | +38.7% | +466.8% | +305.0% |
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