+171.8%
XOM vs LBRT
+38.7%
+133.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.9% | -3.2% | -0.3% |
| 7D | -2.4% | +6.9% | -9.3% | -4.1% |
| 30D | +5.7% | +7.8% | -2.1% | +3.3% |
| 3M | +6.6% | -25.3% | +31.8% | +13.0% |
| 6M | +7.7% | -19.6% | +27.2% | +11.0% |
| YTD | +36.2% | +17.2% | +19.0% | +25.3% |
| 1Y | +50.5% | +114.1% | -63.6% | +14.0% |
| 3Y | +53.4% | +27.0% | +26.3% | +27.9% |
| 5Y | +254.2% | +128.3% | +125.9% | +141.3% |
| All | +171.8% | +38.7% | +133.1% | +57.9% |
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