+32.5%
XOP vs LBRT
-22.5%
+54.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.4% | -5.6% | -2.3% |
| 7D | -14.7% | -29.1% | +14.4% | -2.9% |
| 30D | -7.7% | -38.4% | +30.7% | +10.4% |
| 3M | +4.4% | -40.1% | +44.5% | +25.3% |
| 6M | +3.5% | -62.9% | +66.4% | +46.7% |
| YTD | +39.4% | -34.5% | +73.9% | +52.5% |
| 1Y | +39.8% | -30.2% | +70.0% | +47.7% |
| 3Y | +29.7% | -37.5% | +67.1% | +31.3% |
| 5Y | +78.6% | +7.6% | +71.0% | +38.1% |
| All | +32.5% | -22.5% | +54.9% | -6.6% |
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 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