+52.7%
ROST vs LBRT
-25.0%
+77.8%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -11.2% | +17.3% | +5.7% |
| 7D | +7.8% | -25.3% | +33.1% | +7.0% |
| 30D | +8.6% | -32.9% | +41.4% | +7.8% |
| 3M | -1.9% | -33.3% | +31.4% | -2.6% |
| 6M | +9.1% | -61.0% | +70.1% | +8.5% |
| YTD | +37.2% | -28.0% | +65.2% | +32.7% |
| 1Y | +52.7% | -21.5% | +74.2% | +47.3% |
| All | +52.7% | -25.0% | +77.8% | +47.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling