+10.6%
ROP vs LBRT
-25.0%
+35.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -11.2% | +15.1% | +2.0% |
| 7D | +11.7% | -25.3% | +37.0% | +6.7% |
| 30D | +35.5% | -32.9% | +68.3% | +28.1% |
| 3M | +25.6% | -33.3% | +59.0% | +19.0% |
| 6M | +39.3% | -61.0% | +100.2% | +27.5% |
| YTD | +11.6% | -28.0% | +39.7% | +5.4% |
| 1Y | +10.6% | -21.5% | +32.1% | +5.2% |
| All | +10.6% | -25.0% | +35.6% | +5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling