+169.8%
XOM vs LBRT
+33.5%
+136.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -2.1% |
| 7D | +1.8% | +8.7% | -7.0% | -0.5% |
| 30D | +5.9% | +6.6% | -0.8% | +3.8% |
| 3M | +5.6% | -34.5% | +40.0% | +15.8% |
| 6M | +7.9% | -24.5% | +32.4% | +13.0% |
| YTD | +35.2% | +12.7% | +22.5% | +25.7% |
| 1Y | +46.0% | +94.8% | -48.9% | +13.5% |
| 3Y | +55.0% | +31.9% | +23.2% | +27.7% |
| 5Y | +246.3% | +111.8% | +134.5% | +140.5% |
| All | +169.8% | +33.5% | +136.3% | +58.4% |
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