+2.2%
ROP vs LBRT
+28.1%
-25.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.6% | +0.4% |
| 7D | +0.7% | +9.2% | -8.5% | +0.7% |
| 30D | +28.8% | -27.5% | +56.3% | +29.2% |
| 3M | +21.1% | -37.9% | +58.9% | +21.8% |
| 6M | +52.5% | -60.7% | +113.2% | +55.9% |
| YTD | +8.9% | -28.5% | +37.4% | +7.4% |
| 1Y | +8.2% | -13.2% | +21.4% | +5.4% |
| 3Y | -5.2% | -28.8% | +23.6% | -8.9% |
| All | +2.2% | +28.1% | -25.9% | -4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling