+291.1%
ROIV vs LBRT
+32.8%
+258.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +8.1% | -3.5% | +3.9% |
| 7D | +13.3% | -11.9% | +25.2% | +14.3% |
| 30D | +14.8% | -31.9% | +46.7% | +18.1% |
| 3M | +11.9% | -34.9% | +46.8% | +15.5% |
| 6M | +42.4% | -60.7% | +103.1% | +52.3% |
| YTD | +87.4% | -29.2% | +116.6% | +89.9% |
| 1Y | +97.2% | -23.6% | +120.9% | +98.3% |
| 3Y | +375.7% | -26.8% | +402.5% | +367.7% |
| 5Y | +379.0% | +16.3% | +362.7% | +386.7% |
| All | +291.1% | +32.8% | +258.3% | +299.9% |
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