+582.3%
RVMD vs LBRT
+115.1%
+467.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.6% |
| 7D | +1.0% | +8.7% | -7.7% | -0.3% |
| 30D | +6.4% | +6.6% | -0.2% | +5.2% |
| 3M | +34.9% | -34.5% | +69.4% | +43.0% |
| 6M | +107.6% | -24.5% | +132.0% | +113.2% |
| YTD | +163.7% | +12.7% | +151.0% | +150.6% |
| 1Y | +439.2% | +94.8% | +344.4% | +359.7% |
| 3Y | +499.2% | +31.9% | +467.3% | +418.8% |
| All | +582.3% | +115.1% | +467.2% | +438.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling