+57.3%
RMBS vs LBRT
+27.1%
+30.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.9% | -2.3% | +0.3% |
| 7D | +3.0% | +6.9% | -4.0% | +0.6% |
| 30D | -14.4% | +7.8% | -22.2% | -16.8% |
| 3M | -42.8% | -25.3% | -17.6% | -37.8% |
| 6M | -1.4% | -19.6% | +18.2% | +3.9% |
| YTD | -5.4% | +17.2% | -22.6% | -13.3% |
| 1Y | +18.6% | +114.1% | -95.5% | -12.0% |
| 3Y | +57.3% | +27.0% | +30.3% | +38.3% |
| All | +57.3% | +27.1% | +30.2% | +38.3% |
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