+215.3%
ROST vs LBRT
-19.0%
+234.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.2% | +1.3% |
| 7D | +3.2% | -15.7% | +18.8% | +5.2% |
| 30D | +7.4% | -34.3% | +41.7% | +12.9% |
| 3M | -6.1% | -40.6% | +34.6% | -0.2% |
| 6M | +6.2% | -62.0% | +68.2% | +19.1% |
| YTD | +33.4% | -31.6% | +65.1% | +35.8% |
| 1Y | +48.8% | -25.8% | +74.6% | +49.2% |
| 3Y | +99.5% | -30.4% | +129.9% | +93.0% |
| 5Y | +112.7% | +18.7% | +94.0% | +79.3% |
| All | +215.3% | -19.0% | +234.3% | +121.3% |
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 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