+407.5%
ORLY vs LBRT
+33.5%
+374.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.5% |
| 7D | -0.7% | +8.7% | -9.4% | -1.2% |
| 30D | -5.9% | +6.6% | -12.5% | -6.4% |
| 3M | -0.6% | -34.5% | +33.9% | +1.6% |
| 6M | -6.8% | -24.5% | +17.7% | -5.8% |
| YTD | -3.6% | +12.7% | -16.4% | -5.5% |
| 1Y | -16.3% | +94.8% | -111.2% | -21.6% |
| 3Y | +39.1% | +31.9% | +7.3% | +31.5% |
| 5Y | +125.4% | +111.8% | +13.6% | +98.5% |
| All | +407.5% | +33.5% | +374.1% | +293.4% |
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 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