+33.8%
XOP vs LBRT
-19.0%
+52.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.2% | +2.1% |
| 7D | -8.4% | -15.7% | +7.3% | -2.6% |
| 30D | -8.4% | -34.3% | +25.9% | +6.7% |
| 3M | +0.2% | -40.6% | +40.8% | +20.4% |
| 6M | +7.2% | -62.0% | +69.2% | +50.3% |
| YTD | +40.8% | -31.6% | +72.4% | +51.1% |
| 1Y | +36.3% | -25.8% | +62.1% | +40.1% |
| 3Y | +37.2% | -30.4% | +67.6% | +32.5% |
| 5Y | +86.6% | +18.7% | +68.0% | +38.4% |
| All | +33.8% | -19.0% | +52.8% | -7.5% |
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