+617.4%
RVMD vs LBRT
+200.8%
+416.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.9% | -5.2% | -2.0% |
| 7D | -1.2% | +6.9% | -8.2% | -2.4% |
| 30D | +1.1% | +7.8% | -6.7% | -0.5% |
| 3M | +39.6% | -25.3% | +64.9% | +45.4% |
| 6M | +110.7% | -19.6% | +130.3% | +114.6% |
| YTD | +160.3% | +17.2% | +143.1% | +145.2% |
| 1Y | +404.9% | +114.1% | +290.8% | +319.0% |
| 3Y | +545.5% | +27.0% | +518.4% | +465.3% |
| 5Y | +584.7% | +128.3% | +456.4% | +409.3% |
| All | +617.4% | +200.8% | +416.5% | +351.0% |
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