+626.7%
RVMD vs LBRT
+189.4%
+437.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.7% |
| 7D | +1.0% | +8.7% | -7.7% | -0.5% |
| 30D | +6.4% | +6.6% | -0.2% | +5.0% |
| 3M | +34.9% | -34.5% | +69.4% | +43.9% |
| 6M | +107.6% | -24.5% | +132.0% | +114.0% |
| YTD | +163.7% | +12.7% | +151.0% | +150.2% |
| 1Y | +439.2% | +94.8% | +344.4% | +355.3% |
| 3Y | +499.2% | +31.9% | +467.3% | +420.2% |
| 5Y | +621.7% | +111.8% | +509.9% | +444.7% |
| All | +626.7% | +189.4% | +437.3% | +360.2% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling