+194.7%
RMD vs LBRT
-22.5%
+217.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.4% | -7.1% | -2.0% |
| 7D | +2.3% | -29.1% | +31.5% | +4.3% |
| 30D | +4.1% | -38.4% | +42.5% | +7.0% |
| 3M | +5.7% | -40.1% | +45.8% | +8.7% |
| 6M | +12.9% | -62.9% | +75.8% | +19.4% |
| YTD | -1.5% | -34.5% | +33.0% | -0.7% |
| 1Y | -4.8% | -30.2% | +25.5% | -4.6% |
| 3Y | +57.5% | -37.5% | +95.0% | +55.5% |
| 5Y | -5.5% | +7.6% | -13.1% | -12.2% |
| All | +194.7% | -22.5% | +217.2% | +139.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling