+94.9%
ROST vs LBRT
-38.0%
+132.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.4% | -7.1% | -2.0% |
| 7D | +1.2% | -29.1% | +30.4% | +2.6% |
| 30D | +2.5% | -38.4% | +40.8% | +4.5% |
| 3M | -9.0% | -40.1% | +31.1% | -7.2% |
| 6M | +1.3% | -62.9% | +64.2% | +6.1% |
| YTD | +29.1% | -34.5% | +63.6% | +28.7% |
| 1Y | +45.4% | -30.2% | +75.6% | +44.1% |
| 3Y | +94.9% | -37.5% | +132.3% | +90.2% |
| All | +94.9% | -38.0% | +132.8% | +90.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling