+197.3%
ROIV vs LBRT
+25.4%
+171.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.4% |
| 7D | +0.6% | +8.3% | -7.6% | -0.2% |
| 30D | +1.0% | +6.1% | -5.2% | +0.2% |
| 3M | +18.3% | -34.8% | +53.0% | +23.2% |
| 6M | +18.3% | -24.8% | +43.2% | +20.4% |
| YTD | +61.0% | +12.2% | +48.7% | +55.4% |
| 1Y | +177.9% | +94.0% | +83.9% | +146.2% |
| All | +197.3% | +25.4% | +171.9% | +157.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling