+253.2%
ROKU vs LBRT
+35.9%
+217.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.4% | +0.4% |
| 7D | -0.4% | +1.8% | -2.2% | -0.7% |
| 30D | +2.1% | -2.5% | +4.6% | +2.2% |
| 3M | +29.5% | -24.9% | +54.4% | +33.0% |
| 6M | +53.8% | -29.5% | +83.2% | +58.3% |
| YTD | +42.8% | +14.7% | +28.1% | +37.6% |
| 1Y | +60.7% | +91.7% | -31.0% | +43.5% |
| 3Y | +83.9% | +24.6% | +59.3% | +70.4% |
| 5Y | -52.8% | +127.7% | -180.5% | -59.3% |
| All | +253.2% | +35.9% | +217.3% | +208.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling