+146.5%
ROK vs LBRT
+33.5%
+113.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.1% |
| 7D | +0.7% | +8.3% | -7.6% | -0.7% |
| 30D | -3.3% | +6.1% | -9.4% | -4.4% |
| 3M | -5.9% | -34.8% | +28.9% | +0.1% |
| 6M | +13.9% | -24.8% | +38.7% | +17.2% |
| YTD | +12.6% | +12.2% | +0.4% | +7.5% |
| 1Y | +28.6% | +94.0% | -65.4% | +9.8% |
| 3Y | +45.1% | +31.3% | +13.8% | +29.1% |
| 5Y | +45.6% | +111.8% | -66.3% | +14.0% |
| All | +146.5% | +33.5% | +113.1% | +66.6% |
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