+139.6%
OKE vs LBRT
+138.4%
+1.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.1% | -4.8% | -2.6% |
| 7D | -0.2% | +10.2% | -10.4% | -2.8% |
| 30D | +6.1% | +4.9% | +1.2% | +4.5% |
| 3M | +10.4% | -21.2% | +31.7% | +15.8% |
| 6M | +14.2% | -19.9% | +34.1% | +18.1% |
| YTD | +35.3% | +20.8% | +14.6% | +22.1% |
| 1Y | +40.6% | +123.5% | -82.9% | +0.8% |
| 3Y | +72.2% | +30.9% | +41.3% | +38.7% |
| 5Y | +139.6% | +136.3% | +3.3% | +43.4% |
| All | +139.6% | +138.4% | +1.2% | +43.4% |
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 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