+525.3%
RVMD vs LBRT
+81.3%
+443.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +3.3% | -9.7% | -7.0% |
| 7D | -9.5% | -1.9% | -7.6% | -9.1% |
| 30D | -6.8% | -32.0% | +25.2% | -0.6% |
| 3M | -12.1% | -39.7% | +27.6% | -4.5% |
| 6M | +25.4% | -61.1% | +86.4% | +45.7% |
| YTD | +126.9% | -29.4% | +156.2% | +132.5% |
| 1Y | +182.0% | -24.5% | +206.5% | +184.5% |
| 3Y | +816.8% | -28.1% | +844.9% | +785.1% |
| 5Y | +464.0% | +23.9% | +440.1% | +371.1% |
| All | +525.3% | +81.3% | +443.9% | +327.7% |
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 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