+188.6%
XOM vs LBRT
-15.3%
+204.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.2% |
| 7D | +2.8% | +9.2% | -6.4% | +0.4% |
| 30D | -3.6% | -27.5% | +23.9% | +3.8% |
| 3M | +8.2% | -37.9% | +46.1% | +20.6% |
| 6M | +14.0% | -60.7% | +74.8% | +40.9% |
| YTD | +44.6% | -28.5% | +73.1% | +49.3% |
| 1Y | +47.8% | -13.2% | +61.0% | +44.0% |
| 3Y | +79.6% | -28.8% | +108.3% | +72.6% |
| 5Y | +214.3% | +28.0% | +186.3% | +147.3% |
| All | +188.6% | -15.3% | +204.0% | +88.1% |
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