+84.6%
ROP vs LBRT
-22.5%
+107.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +5.4% | -8.3% | -3.3% |
| 7D | +2.1% | -29.1% | +31.3% | +4.4% |
| 30D | +32.9% | -38.4% | +71.3% | +37.0% |
| 3M | +20.3% | -40.1% | +60.4% | +24.0% |
| 6M | +36.8% | -62.9% | +99.6% | +45.6% |
| YTD | +8.1% | -34.5% | +42.6% | +8.6% |
| 1Y | +8.3% | -30.2% | +38.5% | +7.9% |
| 3Y | -3.2% | -37.5% | +34.2% | -5.3% |
| 5Y | +1.7% | +7.6% | -5.9% | -8.5% |
| All | +84.6% | -22.5% | +107.1% | +43.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling