+99.5%
ROL vs LBRT
-22.5%
+121.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.4% | -7.5% | -2.3% |
| 7D | +9.5% | -29.1% | +38.6% | +10.6% |
| 30D | +22.9% | -38.4% | +61.3% | +24.7% |
| 3M | +3.5% | -40.1% | +43.6% | +5.0% |
| 6M | -29.4% | -62.9% | +33.5% | -27.2% |
| YTD | -36.1% | -34.5% | -1.5% | -35.6% |
| 1Y | -34.4% | -30.2% | -4.1% | -34.1% |
| 3Y | +4.0% | -37.5% | +41.5% | +3.5% |
| 5Y | +13.2% | +7.6% | +5.6% | +8.2% |
| All | +99.5% | -22.5% | +121.9% | +86.5% |
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