+4.0%
ROL vs LBRT
-38.0%
+42.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.4% | -7.5% | -2.0% |
| 7D | +9.5% | -29.1% | +38.6% | +9.0% |
| 30D | +22.9% | -38.4% | +61.3% | +22.4% |
| 3M | +3.5% | -40.1% | +43.6% | +3.1% |
| 6M | -29.4% | -62.9% | +33.5% | -29.6% |
| YTD | -36.1% | -34.5% | -1.5% | -36.0% |
| 1Y | -34.4% | -30.2% | -4.1% | -34.2% |
| 3Y | +4.0% | -37.5% | +41.5% | +3.3% |
| All | +4.0% | -38.0% | +42.0% | +3.3% |
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