+88.5%
ROL vs LBRT
+33.5%
+55.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.4% |
| 7D | -1.4% | +8.3% | -9.7% | -1.7% |
| 30D | -4.1% | +6.1% | -10.2% | -4.4% |
| 3M | -22.5% | -34.8% | +12.3% | -21.4% |
| 6M | -37.7% | -24.8% | -12.8% | -37.2% |
| YTD | -39.6% | +12.2% | -51.8% | -40.1% |
| 1Y | -36.0% | +94.0% | -130.0% | -38.1% |
| 3Y | -5.1% | +31.3% | -36.4% | -8.1% |
| 5Y | -3.4% | +111.8% | -115.2% | -9.6% |
| All | +88.5% | +33.5% | +55.0% | +73.4% |
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 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