+545.5%
RVMD vs LBRT
+27.1%
+518.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.9% | -5.2% | -1.9% |
| 7D | -1.2% | +6.9% | -8.2% | -2.2% |
| 30D | +1.1% | +7.8% | -6.7% | -0.2% |
| 3M | +39.6% | -25.3% | +64.9% | +44.7% |
| 6M | +110.7% | -19.6% | +130.3% | +113.8% |
| YTD | +160.3% | +17.2% | +143.1% | +144.5% |
| 1Y | +404.9% | +114.1% | +290.8% | +319.4% |
| 3Y | +545.5% | +27.0% | +518.4% | +420.7% |
| All | +545.5% | +27.1% | +518.4% | +420.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling