+83.8%
ROP vs LBRT
-19.0%
+102.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.0% | +0.8% |
| 7D | +0.2% | -15.7% | +15.9% | +1.2% |
| 30D | +30.3% | -34.3% | +64.6% | +33.7% |
| 3M | +17.8% | -40.6% | +58.4% | +21.5% |
| 6M | +38.9% | -62.0% | +100.9% | +47.7% |
| YTD | +7.6% | -31.6% | +39.2% | +7.8% |
| 1Y | +6.5% | -25.8% | +32.3% | +5.7% |
| 3Y | -6.3% | -30.4% | +24.1% | -9.1% |
| 5Y | +0.9% | +18.7% | -17.7% | -10.1% |
| All | +83.8% | -19.0% | +102.8% | +41.9% |
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