-11.8%
ROP vs LBRT
+115.1%
-127.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.5% | -5.0% | -3.6% |
| 7D | -4.4% | +8.7% | -13.2% | -4.6% |
| 30D | +3.2% | +6.6% | -3.4% | +3.0% |
| 3M | +23.1% | -34.5% | +57.5% | +24.8% |
| 6M | +13.3% | -24.5% | +37.8% | +13.9% |
| YTD | -7.9% | +12.7% | -20.6% | -9.6% |
| 1Y | -22.1% | +94.8% | -116.9% | -26.7% |
| 3Y | -16.8% | +31.9% | -48.7% | -21.3% |
| All | -11.8% | +115.1% | -127.0% | -18.6% |
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