+86.1%
ROKU vs LBRT
+27.1%
+59.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.9% | -4.1% | -0.9% |
| 7D | -0.1% | +6.9% | -7.1% | -1.3% |
| 30D | +1.5% | +7.8% | -6.3% | -0.1% |
| 3M | +25.7% | -25.3% | +51.0% | +31.5% |
| 6M | +54.5% | -19.6% | +74.0% | +56.8% |
| YTD | +43.2% | +17.2% | +26.0% | +32.3% |
| 1Y | +56.3% | +114.1% | -57.8% | +20.1% |
| 3Y | +86.1% | +27.0% | +59.1% | +64.5% |
| All | +86.1% | +27.1% | +59.0% | +64.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling