-2.4%
OXY vs LBRT
+33.5%
-35.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -2.0% | -1.4% |
| 7D | +1.6% | +8.3% | -6.7% | -1.8% |
| 30D | +11.6% | +6.1% | +5.4% | +8.4% |
| 3M | +2.8% | -34.8% | +37.6% | +19.8% |
| 6M | +13.0% | -24.8% | +37.9% | +22.7% |
| YTD | +47.4% | +12.2% | +35.2% | +31.5% |
| 1Y | +31.5% | +94.0% | -62.5% | -12.9% |
| 3Y | -1.9% | +31.3% | -33.2% | -28.2% |
| 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 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