+17.0%
TROW vs LBRT
-25.0%
+42.0%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -11.2% | +17.2% | +5.8% |
| 7D | +8.2% | -25.3% | +33.6% | +8.1% |
| 30D | +8.3% | -32.9% | +41.2% | +8.3% |
| 3M | -1.6% | -33.3% | +31.8% | -1.6% |
| 6M | +11.9% | -61.0% | +72.9% | +14.3% |
| YTD | +14.3% | -28.0% | +42.3% | +13.3% |
| 1Y | +17.0% | -21.5% | +38.5% | +15.8% |
| All | +17.0% | -25.0% | +42.0% | +15.8% |
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