+103.7%
ROL vs LBRT
-26.4%
+130.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -13.7% | +14.7% | +1.4% |
| 7D | +11.7% | -34.8% | +46.5% | +13.1% |
| 30D | +27.7% | -43.6% | +71.3% | +29.9% |
| 3M | +3.7% | -41.2% | +44.9% | +5.2% |
| 6M | -27.8% | -66.1% | +38.3% | -25.3% |
| YTD | -34.7% | -37.9% | +3.2% | -34.1% |
| 1Y | -34.1% | -33.9% | -0.2% | -33.7% |
| 3Y | +5.9% | -40.9% | +46.8% | +5.5% |
| 5Y | +15.6% | +2.1% | +13.5% | +10.7% |
| All | +103.7% | -26.4% | +130.2% | +90.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling