+103.6%
ROL vs LBRT
-16.2%
+119.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +8.1% | -6.0% | +1.8% |
| 7D | +7.5% | -11.9% | +19.4% | +7.9% |
| 30D | +21.1% | -31.9% | +53.1% | +22.5% |
| 3M | +3.1% | -34.9% | +38.0% | +4.3% |
| 6M | -27.4% | -60.7% | +33.2% | -25.3% |
| YTD | -34.7% | -29.2% | -5.5% | -34.4% |
| 1Y | -32.9% | -23.6% | -9.3% | -32.9% |
| 3Y | +6.1% | -26.8% | +33.0% | +4.9% |
| 5Y | +16.3% | +16.3% | 0.0% | +10.9% |
| All | +103.6% | -16.2% | +119.8% | +89.9% |
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