-37.3%
TROW vs LBRT
+116.2%
-153.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.9% | -4.3% | -0.9% |
| 7D | +0.4% | +6.9% | -6.5% | -0.6% |
| 30D | -4.0% | +7.8% | -11.8% | -5.3% |
| 3M | +5.0% | -25.3% | +30.3% | +8.7% |
| 6M | +24.3% | -19.6% | +43.9% | +26.2% |
| YTD | +9.8% | +17.2% | -7.4% | +4.0% |
| 1Y | +6.4% | +114.1% | -107.6% | -11.1% |
| 3Y | +15.8% | +27.0% | -11.2% | +2.3% |
| 5Y | -37.3% | +128.3% | -165.6% | -51.9% |
| All | -37.3% | +116.2% | -153.5% | -51.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling