+105.4%
ROL vs LBRT
-15.3%
+120.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.5% |
| 7D | +3.0% | +9.2% | -6.2% | +2.7% |
| 30D | +19.8% | -27.5% | +47.3% | +20.8% |
| 3M | +7.9% | -37.9% | +45.8% | +9.4% |
| 6M | -25.6% | -60.7% | +35.1% | -23.5% |
| YTD | -34.1% | -28.5% | -5.6% | -33.8% |
| 1Y | -31.4% | -13.2% | -18.2% | -31.6% |
| 3Y | +4.7% | -28.8% | +33.5% | +3.6% |
| 5Y | +15.6% | +28.0% | -12.3% | +9.8% |
| All | +105.4% | -15.3% | +120.8% | +91.5% |
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