+28.8%
RMBS vs LBRT
-38.0%
+66.8%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +5.4% | +1.6% | +5.0% |
| 7D | -12.0% | -29.1% | +17.2% | -0.4% |
| 30D | -33.1% | -38.4% | +5.2% | -20.6% |
| 3M | -23.7% | -40.1% | +16.4% | -9.0% |
| 6M | -42.7% | -62.9% | +20.2% | -19.8% |
| YTD | -18.9% | -34.5% | +15.6% | -9.1% |
| 1Y | -30.0% | -30.2% | +0.2% | -23.2% |
| 3Y | +28.8% | -37.5% | +66.3% | +43.2% |
| All | +28.8% | -38.0% | +66.8% | +43.2% |
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