-24.3%
RBLX vs LBRT
+1.7%
-26.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.3% | -0.5% | +2.4% |
| 7D | +6.7% | -1.9% | +8.6% | +6.8% |
| 30D | +6.1% | -32.0% | +38.1% | +10.3% |
| 3M | +45.3% | -39.7% | +84.9% | +52.7% |
| 6M | +27.4% | -61.1% | +88.4% | +40.7% |
| YTD | -35.1% | -29.4% | -5.7% | -34.8% |
| 1Y | -49.7% | -24.5% | -25.3% | -50.1% |
| 3Y | +36.9% | -28.1% | +65.0% | +31.6% |
| 5Y | -46.4% | +23.9% | -70.3% | -51.8% |
| All | -24.3% | +1.7% | -26.0% | -28.1% |
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 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