-2.4%
OXY vs LBRT
+33.5%
-35.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.6% |
| 7D | +1.6% | +8.7% | -7.1% | -2.0% |
| 30D | +11.6% | +6.6% | +5.0% | +8.1% |
| 3M | +2.8% | -34.5% | +37.3% | +19.6% |
| 6M | +13.0% | -24.5% | +37.5% | +22.4% |
| YTD | +47.4% | +12.7% | +34.7% | +31.2% |
| 1Y | +31.5% | +94.8% | -63.4% | -13.1% |
| 3Y | -1.9% | +31.9% | -33.8% | -28.3% |
| 5Y | +148.0% | +111.8% | +36.1% | +36.4% |
| All | -2.4% | +33.5% | -35.9% | -53.6% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling