+37.6%
OKE vs LBRT
+110.8%
-73.2%
-11.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.9% | +5.8% | +0.2% |
| 7D | 0.0% | +2.3% | -2.3% | -0.2% |
| 30D | +4.6% | -2.9% | +7.5% | +4.7% |
| 3M | +6.9% | -26.1% | +33.1% | +8.4% |
| 6M | +15.8% | -26.2% | +41.9% | +17.5% |
| YTD | +35.2% | +13.7% | +21.5% | +34.1% |
| 1Y | +37.6% | +93.6% | -56.0% | +29.2% |
| All | +37.6% | +110.8% | -73.2% | +29.2% |
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 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