-4.6%
OXY vs LBRT
-16.2%
+11.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.9% | +2.0% |
| 7D | +3.6% | +13.8% | -10.2% | -2.3% |
| 30D | -5.3% | -32.4% | +27.1% | +9.6% |
| 3M | +0.2% | -39.9% | +40.1% | +20.7% |
| 6M | +4.7% | -60.8% | +65.6% | +47.3% |
| YTD | +44.0% | -29.3% | +73.3% | +52.2% |
| 1Y | +42.1% | -18.9% | +60.9% | +40.0% |
| 3Y | +1.2% | -28.0% | +29.2% | -5.8% |
| 5Y | +95.7% | +26.6% | +69.1% | +31.5% |
| All | -4.6% | -16.2% | +11.6% | -46.1% |
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