+462.6%
RMBS vs LBRT
-16.2%
+478.8%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +8.1% | +0.2% | +6.5% |
| 7D | -3.9% | -11.9% | +8.0% | -0.9% |
| 30D | -24.9% | -31.9% | +7.1% | -18.3% |
| 3M | -20.5% | -34.9% | +14.4% | -13.0% |
| 6M | -37.5% | -60.7% | +23.1% | -24.4% |
| YTD | -12.1% | -29.2% | +17.1% | -6.5% |
| 1Y | -25.0% | -23.6% | -1.4% | -21.4% |
| 3Y | +36.1% | -26.8% | +62.9% | +39.2% |
| 5Y | +236.1% | +16.3% | +219.8% | +205.4% |
| All | +462.6% | -16.2% | +478.8% | +318.9% |
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