+181.8%
OKE vs LBRT
+34.6%
+147.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.9% | +5.8% | +1.8% |
| 7D | 0.0% | +2.3% | -2.3% | -0.9% |
| 30D | +4.6% | -2.9% | +7.5% | +5.2% |
| 3M | +6.9% | -26.1% | +33.1% | +15.3% |
| 6M | +15.8% | -26.2% | +41.9% | +23.5% |
| YTD | +35.2% | +13.7% | +21.5% | +22.3% |
| 1Y | +37.6% | +93.6% | -56.0% | -0.3% |
| 3Y | +72.0% | +23.2% | +48.8% | +37.2% |
| 5Y | +139.0% | +125.5% | +13.4% | +41.4% |
| All | +181.8% | +34.6% | +147.2% | +22.2% |
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