+72.8%
EOG vs LBRT
+38.7%
+34.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.9% | -3.8% | -1.3% |
| 7D | -2.0% | +6.9% | -9.0% | -4.4% |
| 30D | +7.9% | +7.8% | +0.1% | +4.6% |
| 3M | +4.5% | -25.3% | +29.7% | +13.2% |
| 6M | +12.3% | -19.6% | +31.9% | +17.1% |
| YTD | +41.9% | +17.2% | +24.7% | +26.4% |
| 1Y | +27.8% | +114.1% | -86.2% | -13.3% |
| 3Y | +21.8% | +27.0% | -5.2% | -5.3% |
| 5Y | +174.0% | +128.3% | +45.7% | +61.8% |
| All | +72.8% | +38.7% | +34.1% | -2.4% |
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 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