+395.6%
ORLY vs LBRT
+35.9%
+359.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.3% |
| 7D | -2.4% | +1.8% | -4.2% | -2.5% |
| 30D | -6.8% | -2.5% | -4.3% | -6.7% |
| 3M | -4.8% | -24.9% | +20.1% | -3.5% |
| 6M | -9.1% | -29.5% | +20.4% | -7.7% |
| YTD | -5.9% | +14.7% | -20.7% | -7.8% |
| 1Y | -20.4% | +91.7% | -112.1% | -25.3% |
| 3Y | +36.6% | +24.6% | +12.0% | +29.8% |
| 5Y | +117.3% | +127.7% | -10.4% | +90.2% |
| All | +395.6% | +35.9% | +359.7% | +283.7% |
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