+280.1%
ROIV vs LBRT
+34.1%
+246.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.2% | -1.2% |
| 7D | +1.7% | +9.2% | -7.5% | +0.9% |
| 30D | +17.6% | -27.5% | +45.1% | +20.3% |
| 3M | +9.0% | -37.9% | +46.8% | +12.9% |
| 6M | +35.3% | -60.7% | +96.0% | +44.7% |
| YTD | +82.2% | -28.5% | +110.7% | +84.4% |
| 1Y | +92.3% | -13.2% | +105.5% | +91.3% |
| 3Y | +336.8% | -28.8% | +365.6% | +330.0% |
| 5Y | +370.6% | +28.0% | +342.6% | +377.3% |
| All | +280.1% | +34.1% | +246.0% | +288.3% |
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