-53.6%
ROKU vs LBRT
+116.2%
-169.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.9% | -4.1% | -0.9% |
| 7D | -0.1% | +6.9% | -7.1% | -1.4% |
| 30D | +1.5% | +7.8% | -6.3% | -0.2% |
| 3M | +25.7% | -25.3% | +51.0% | +31.3% |
| 6M | +54.5% | -19.6% | +74.0% | +57.0% |
| YTD | +43.2% | +17.2% | +26.0% | +33.6% |
| 1Y | +56.3% | +114.1% | -57.8% | +24.9% |
| 3Y | +86.1% | +27.0% | +59.1% | +61.4% |
| 5Y | -53.6% | +128.3% | -181.9% | -62.0% |
| All | -53.6% | +116.2% | -169.8% | -62.0% |
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