-19.3%
RMD vs LBRT
+115.1%
-134.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.8% | -0.4% |
| 7D | -5.0% | +8.7% | -13.7% | -5.4% |
| 30D | +2.2% | +6.6% | -4.4% | +1.8% |
| 3M | +17.8% | -34.5% | +52.3% | +20.3% |
| 6M | -11.3% | -24.5% | +13.2% | -10.5% |
| YTD | -4.4% | +12.7% | -17.1% | -6.7% |
| 1Y | -15.7% | +94.8% | -110.6% | -21.7% |
| 3Y | +47.7% | +31.9% | +15.9% | +38.4% |
| All | -19.3% | +115.1% | -134.4% | -24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling