+178.5%
ORCL vs LBRT
-16.2%
+194.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +8.1% | -4.9% | +2.1% |
| 7D | +0.5% | -11.9% | +12.4% | +2.0% |
| 30D | -15.3% | -31.9% | +16.7% | -11.2% |
| 3M | -18.2% | -34.9% | +16.6% | -13.9% |
| 6M | -38.4% | -60.7% | +22.2% | -31.6% |
| YTD | -37.7% | -29.2% | -8.5% | -35.7% |
| 1Y | -49.3% | -23.6% | -25.6% | -48.1% |
| 3Y | +10.6% | -26.8% | +37.5% | +10.2% |
| 5Y | +35.5% | +16.3% | +19.2% | +25.6% |
| All | +178.5% | -16.2% | +194.7% | +139.2% |
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