-34.7%
ROL vs LBRT
-25.0%
-9.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -11.2% | +14.0% | +2.5% |
| 7D | +14.6% | -25.3% | +39.9% | +14.0% |
| 30D | +29.3% | -32.9% | +62.1% | +29.1% |
| 3M | +2.0% | -33.3% | +35.3% | +1.7% |
| 6M | -28.5% | -61.0% | +32.4% | -27.3% |
| YTD | -35.3% | -28.0% | -7.3% | -35.2% |
| 1Y | -34.7% | -21.5% | -13.2% | -35.6% |
| All | -34.7% | -25.0% | -9.7% | -35.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling