+84.1%
ROP vs LBRT
-22.5%
+106.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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 | +20.0% | -40.1% | +60.1% | +23.7% |
| 6M | +36.4% | -62.9% | +99.3% | +45.2% |
| YTD | +7.8% | -34.5% | +42.4% | +8.4% |
| 1Y | +8.0% | -30.2% | +38.2% | +7.7% |
| 3Y | -3.5% | -37.5% | +34.0% | -5.5% |
| 5Y | +1.5% | +7.6% | -6.1% | -8.8% |
| All | +84.1% | -22.5% | +106.6% | +42.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling