+101.9%
ROL vs LBRT
-19.0%
+121.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | -0.7% |
| 7D | +2.9% | -15.7% | +18.5% | +3.3% |
| 30D | +20.1% | -34.3% | +54.4% | +21.6% |
| 3M | +3.2% | -40.6% | +43.8% | +4.7% |
| 6M | -28.0% | -62.0% | +34.0% | -25.8% |
| YTD | -35.3% | -31.6% | -3.6% | -34.9% |
| 1Y | -33.6% | -25.8% | -7.9% | -33.5% |
| 3Y | +3.8% | -30.4% | +34.2% | +2.8% |
| 5Y | +14.4% | +18.7% | -4.3% | +8.9% |
| All | +101.9% | -19.0% | +121.0% | +88.5% |
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 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