+80.2%
O vs LBRT
+33.5%
+46.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -0.9% |
| 7D | -0.7% | +8.7% | -9.5% | -1.6% |
| 30D | -1.9% | +6.6% | -8.5% | -2.6% |
| 3M | +3.8% | -34.5% | +38.3% | +7.5% |
| 6M | -4.7% | -24.5% | +19.7% | -3.2% |
| YTD | +12.5% | +12.7% | -0.2% | +9.2% |
| 1Y | +10.8% | +94.8% | -84.0% | +0.5% |
| 3Y | +28.8% | +31.9% | -3.1% | +18.0% |
| 5Y | +13.2% | +111.8% | -98.6% | -5.9% |
| All | +80.2% | +33.5% | +46.7% | +12.1% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling