+26.2%
ROK vs LBRT
+106.9%
-80.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.9% | -5.0% | -1.3% |
| 7D | +2.8% | +6.9% | -4.2% | +2.3% |
| 30D | -2.4% | +7.8% | -10.2% | -2.9% |
| 3M | -4.7% | -25.3% | +20.6% | -2.8% |
| 6M | +16.8% | -19.6% | +36.3% | +17.0% |
| YTD | +11.4% | +17.2% | -5.8% | +7.1% |
| 1Y | +26.2% | +114.1% | -87.9% | +21.5% |
| All | +26.2% | +106.9% | -80.8% | +21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling