-29.4%
ROL vs LBRT
-62.5%
+33.1%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.4% | -7.5% | -1.7% |
| 7D | +9.5% | -29.1% | +38.6% | +7.5% |
| 30D | +22.9% | -38.4% | +61.3% | +21.3% |
| 3M | +3.5% | -40.1% | +43.6% | +2.0% |
| 6M | -29.4% | -62.9% | +33.5% | -29.3% |
| All | -29.4% | -62.5% | +33.1% | -29.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling