+8.7%
TROW vs LBRT
-23.3%
+32.0%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.2% |
| 7D | -0.5% | +13.8% | -14.3% | -0.4% |
| 30D | +6.7% | -32.4% | +39.1% | +6.7% |
| 3M | -1.7% | -39.9% | +38.2% | -1.5% |
| 6M | +7.8% | -60.8% | +68.7% | +10.3% |
| YTD | +9.9% | -29.3% | +39.2% | +8.1% |
| 1Y | +8.7% | -18.9% | +27.6% | +5.0% |
| All | +8.7% | -23.3% | +32.0% | +5.0% |
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