+187.7%
ORCL vs LBRT
-14.8%
+202.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -11.2% | +9.3% | -0.5% |
| 7D | -14.4% | -25.3% | +10.9% | -11.2% |
| 30D | -12.8% | -32.9% | +20.0% | -8.4% |
| 3M | -14.8% | -33.3% | +18.5% | -10.6% |
| 6M | -30.9% | -61.0% | +30.1% | -23.2% |
| YTD | -35.7% | -28.0% | -7.7% | -33.7% |
| 1Y | -49.5% | -21.5% | -28.0% | -48.5% |
| 3Y | +18.6% | -31.5% | +50.1% | +18.9% |
| 5Y | +38.4% | +12.3% | +26.1% | +28.8% |
| All | +187.7% | -14.8% | +202.4% | +146.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling