-1.6%
ROL vs LBRT
+26.0%
-27.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.4% |
| 7D | -1.4% | +8.7% | -10.2% | -1.5% |
| 30D | -4.1% | +6.6% | -10.7% | -4.1% |
| 3M | -22.5% | -34.5% | +12.0% | -22.6% |
| 6M | -37.7% | -24.5% | -13.2% | -37.6% |
| YTD | -39.6% | +12.7% | -52.3% | -39.1% |
| 1Y | -36.0% | +94.8% | -130.9% | -35.1% |
| All | -1.6% | +26.0% | -27.6% | -4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling