+95.0%
ROST vs LBRT
-27.1%
+122.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.4% |
| 7D | +0.3% | +9.2% | -8.9% | -0.1% |
| 30D | +0.5% | -27.5% | +28.0% | +1.7% |
| 3M | -5.2% | -37.9% | +32.7% | -3.4% |
| 6M | +9.8% | -60.7% | +70.5% | +14.8% |
| YTD | +29.4% | -28.5% | +57.9% | +28.5% |
| 1Y | +44.4% | -13.2% | +57.6% | +41.0% |
| 3Y | +95.0% | -28.8% | +123.8% | +86.9% |
| All | +95.0% | -27.1% | +122.1% | +86.9% |
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