-37.7%
RBLX vs LBRT
+62.4%
-100.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.5% | +2.9% | +4.2% |
| 7D | +12.4% | +8.7% | +3.7% | +11.3% |
| 30D | +19.7% | +6.6% | +13.1% | +18.5% |
| 3M | -0.1% | -34.5% | +34.4% | +4.7% |
| 6M | -35.7% | -24.5% | -11.2% | -34.4% |
| YTD | -46.6% | +12.7% | -59.3% | -48.8% |
| 1Y | -66.6% | +94.8% | -161.5% | -70.8% |
| 3Y | +52.3% | +31.9% | +20.4% | +36.7% |
| 5Y | -47.7% | +111.8% | -159.6% | -55.7% |
| All | -37.7% | +62.4% | -100.1% | -43.5% |
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