+626.7%
RVMD vs LBRT
+189.4%
+437.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.6% |
| 7D | +1.0% | +8.3% | -7.2% | -0.4% |
| 30D | +6.4% | +6.1% | +0.3% | +5.1% |
| 3M | +34.9% | -34.8% | +69.7% | +44.0% |
| 6M | +107.6% | -24.8% | +132.4% | +114.1% |
| YTD | +163.7% | +12.2% | +151.5% | +150.4% |
| 1Y | +439.2% | +94.0% | +345.2% | +355.6% |
| 3Y | +499.2% | +31.3% | +467.9% | +420.5% |
| 5Y | +621.7% | +111.8% | +509.9% | +444.6% |
| All | +626.7% | +189.4% | +437.3% | +360.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling