+96.6%
ROST vs LBRT
+26.0%
+70.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.5% |
| 7D | +0.9% | +8.7% | -7.8% | +0.5% |
| 30D | -8.9% | +6.6% | -15.5% | -9.3% |
| 3M | -0.8% | -34.5% | +33.6% | +1.4% |
| 6M | +8.5% | -24.5% | +33.0% | +9.6% |
| YTD | +28.6% | +12.7% | +15.9% | +25.6% |
| 1Y | +52.3% | +94.8% | -42.5% | +41.1% |
| All | +96.6% | +26.0% | +70.6% | +82.3% |
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 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