+31.3%
RMBS vs LBRT
-27.1%
+58.4%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.3% | -3.6% |
| 7D | +10.3% | +9.2% | +1.1% | +6.8% |
| 30D | -10.7% | -27.5% | +16.8% | -0.1% |
| 3M | -17.2% | -37.9% | +20.7% | -2.4% |
| 6M | -39.0% | -60.7% | +21.7% | -16.6% |
| YTD | -10.5% | -28.5% | +18.0% | -2.9% |
| 1Y | -11.0% | -13.2% | +2.2% | -9.7% |
| 3Y | +31.3% | -28.8% | +60.1% | +39.5% |
| All | +31.3% | -27.1% | +58.4% | +39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling