+21.8%
ROK vs LBRT
+6.0%
+15.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.4% | -6.7% | -2.3% |
| 7D | -13.8% | -29.1% | +15.3% | -8.9% |
| 30D | -14.9% | -38.4% | +23.4% | -8.2% |
| 3M | -14.7% | -40.1% | +25.4% | -7.7% |
| 6M | -17.7% | -62.9% | +45.2% | -4.4% |
| YTD | -2.5% | -34.5% | +32.1% | +0.9% |
| 1Y | +2.3% | -30.2% | +32.5% | +4.3% |
| 3Y | +52.7% | -37.5% | +90.2% | +52.2% |
| All | +21.8% | +6.0% | +15.8% | +13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling