+592.6%
RVMD vs LBRT
+81.8%
+510.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +8.1% | -4.0% | +2.6% |
| 7D | +6.4% | -11.9% | +18.3% | +8.7% |
| 30D | +5.5% | -31.9% | +37.4% | +12.5% |
| 3M | -2.4% | -34.9% | +32.4% | +4.5% |
| 6M | +41.1% | -60.7% | +101.8% | +63.7% |
| YTD | +151.3% | -29.2% | +180.5% | +157.5% |
| 1Y | +228.1% | -23.6% | +251.7% | +230.5% |
| 3Y | +899.8% | -26.8% | +926.6% | +862.3% |
| 5Y | +514.0% | +16.3% | +497.6% | +419.3% |
| All | +592.6% | +81.8% | +510.8% | +373.7% |
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 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