-0.3%
OXY vs LBRT
+43.0%
-43.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.1% | -2.0% | -0.2% |
| 7D | +0.6% | +10.2% | -9.5% | -3.5% |
| 30D | +4.5% | +4.9% | -0.3% | +1.9% |
| 3M | +8.9% | -21.2% | +30.1% | +17.1% |
| 6M | +12.5% | -19.9% | +32.4% | +18.9% |
| YTD | +50.5% | +20.8% | +29.7% | +30.0% |
| 1Y | +38.6% | +123.5% | -84.9% | -13.9% |
| 3Y | -1.2% | +30.9% | -32.2% | -27.3% |
| 5Y | +161.6% | +136.3% | +25.4% | +37.1% |
| All | -0.3% | +43.0% | -43.3% | -54.0% |
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