+254.7%
ROKU vs LBRT
+33.5%
+221.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -1.9% |
| 7D | -1.3% | +8.7% | -10.1% | -2.3% |
| 30D | +5.9% | +6.6% | -0.7% | +4.9% |
| 3M | +23.9% | -34.5% | +58.4% | +29.4% |
| 6M | +59.6% | -24.5% | +84.1% | +62.8% |
| YTD | +43.4% | +12.7% | +30.7% | +38.6% |
| 1Y | +60.2% | +94.8% | -34.7% | +42.6% |
| 3Y | +90.4% | +31.9% | +58.5% | +75.5% |
| 5Y | -54.5% | +111.8% | -166.4% | -60.5% |
| All | +254.7% | +33.5% | +221.2% | +210.2% |
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