+32.2%
TROW vs LBRT
+34.6%
-2.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.9% | +5.7% | +0.7% |
| 7D | -3.0% | +2.3% | -5.3% | -3.4% |
| 30D | -5.5% | -2.9% | -2.5% | -5.2% |
| 3M | +2.3% | -26.1% | +28.4% | +5.9% |
| 6M | +23.9% | -26.2% | +50.1% | +27.5% |
| YTD | +7.9% | +13.7% | -5.8% | +3.1% |
| 1Y | +6.1% | +93.6% | -87.4% | -8.3% |
| 3Y | +13.8% | +23.2% | -9.4% | +2.7% |
| 5Y | -38.2% | +125.5% | -163.7% | -51.1% |
| All | +32.2% | +34.6% | -2.4% | -3.9% |
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 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