+267.6%
ROIV vs LBRT
+35.0%
+232.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -11.2% | +17.3% | +7.0% |
| 7D | +3.0% | -25.3% | +28.3% | +5.4% |
| 30D | +6.8% | -32.9% | +39.7% | +10.1% |
| 3M | +10.5% | -33.3% | +43.8% | +13.9% |
| 6M | +34.8% | -61.0% | +95.8% | +44.3% |
| YTD | +76.2% | -28.0% | +104.2% | +78.4% |
| 1Y | +92.4% | -21.5% | +113.9% | +93.1% |
| 3Y | +312.0% | -31.5% | +343.4% | +306.7% |
| 5Y | +388.3% | +12.3% | +375.9% | +395.8% |
| All | +267.6% | +35.0% | +232.6% | +275.6% |
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