+267.8%
ORCL vs LBRT
+33.5%
+234.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.0% | +2.0% | +3.0% |
| 7D | +5.3% | +8.3% | -3.0% | +4.2% |
| 30D | +10.0% | +6.1% | +3.8% | +9.1% |
| 3M | -32.6% | -34.8% | +2.2% | -29.5% |
| 6M | +4.9% | -24.8% | +29.8% | +7.6% |
| YTD | -17.8% | +12.2% | -30.0% | -19.8% |
| 1Y | -28.0% | +94.0% | -122.0% | -34.6% |
| 3Y | +36.0% | +31.3% | +4.7% | +26.4% |
| 5Y | +88.7% | +111.8% | -23.1% | +62.8% |
| All | +267.8% | +33.5% | +234.3% | +198.6% |
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