+193.2%
RMD vs LBRT
-19.0%
+212.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | -0.5% |
| 7D | +3.1% | -15.7% | +18.8% | +4.0% |
| 30D | +1.8% | -34.3% | +36.0% | +4.2% |
| 3M | +6.7% | -40.6% | +47.3% | +9.7% |
| 6M | +13.9% | -62.0% | +75.9% | +20.3% |
| YTD | -2.0% | -31.6% | +29.6% | -1.5% |
| 1Y | -5.4% | -25.8% | +20.4% | -5.7% |
| 3Y | +67.4% | -30.4% | +97.8% | +63.9% |
| 5Y | -5.7% | +18.7% | -24.4% | -13.1% |
| All | +193.2% | -19.0% | +212.3% | +137.8% |
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