+36.6%
TROW vs LBRT
-28.3%
+64.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +8.1% | -5.9% | +1.3% |
| 7D | +4.7% | -11.9% | +16.6% | +5.9% |
| 30D | +5.4% | -31.9% | +37.3% | +9.7% |
| 3M | -1.6% | -34.9% | +33.3% | +2.6% |
| 6M | +7.8% | -60.7% | +68.5% | +20.0% |
| YTD | +12.6% | -29.2% | +41.8% | +12.3% |
| 1Y | +13.6% | -23.6% | +37.3% | +11.4% |
| 3Y | +36.6% | -26.8% | +63.4% | +25.4% |
| All | +36.6% | -28.3% | +64.9% | +25.4% |
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