+15.0%
ROL vs LBRT
+13.8%
+1.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | -0.3% |
| 7D | +3.4% | -15.7% | +19.1% | +3.6% |
| 30D | +20.8% | -34.3% | +55.0% | +21.5% |
| 3M | +3.7% | -40.6% | +44.4% | +4.6% |
| 6M | -27.7% | -62.0% | +34.3% | -26.2% |
| YTD | -34.9% | -31.6% | -3.3% | -34.7% |
| 1Y | -33.3% | -25.8% | -7.5% | -33.2% |
| 3Y | +4.3% | -30.4% | +34.7% | +2.7% |
| 5Y | +15.0% | +18.7% | -3.7% | +6.4% |
| All | +15.0% | +13.8% | +1.2% | +6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling