-8.9%
OXY vs LBRT
-16.2%
+7.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +8.1% | -9.2% | -4.5% |
| 7D | -8.2% | -11.9% | +3.8% | -4.0% |
| 30D | -7.2% | -31.9% | +24.7% | +7.1% |
| 3M | +0.2% | -34.9% | +35.1% | +16.7% |
| 6M | +6.1% | -60.7% | +66.8% | +49.1% |
| YTD | +37.5% | -29.2% | +66.7% | +45.4% |
| 1Y | +37.7% | -23.6% | +61.3% | +39.3% |
| 3Y | -2.8% | -26.8% | +24.1% | -10.1% |
| 5Y | +77.6% | +16.3% | +61.3% | +24.3% |
| All | -8.9% | -16.2% | +7.3% | -48.5% |
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