-2.0%
RMD vs LBRT
+25.3%
-27.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -0.2% | +13.8% | -14.0% | -0.8% |
| 30D | +1.6% | -32.4% | +34.0% | +3.3% |
| 3M | +6.0% | -39.9% | +45.9% | +8.3% |
| 6M | +17.9% | -60.8% | +78.7% | +23.4% |
| YTD | 0.0% | -29.3% | +29.3% | -0.7% |
| 1Y | -4.5% | -18.9% | +14.3% | -6.4% |
| 3Y | +70.8% | -28.0% | +98.8% | +64.1% |
| 5Y | -2.0% | +26.6% | -28.6% | -11.8% |
| All | -2.0% | +25.3% | -27.4% | -11.8% |
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 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