+59.4%
OMC vs LBRT
-22.5%
+81.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.4% | -6.2% | -1.5% |
| 7D | +6.3% | -29.1% | +35.4% | +10.5% |
| 30D | +15.4% | -38.4% | +53.7% | +21.9% |
| 3M | +5.8% | -40.1% | +45.8% | +11.7% |
| 6M | +14.7% | -62.9% | +77.6% | +28.2% |
| YTD | +10.3% | -34.5% | +44.8% | +12.2% |
| 1Y | +23.2% | -30.2% | +53.4% | +23.7% |
| 3Y | +24.6% | -37.5% | +62.1% | +22.0% |
| 5Y | +50.1% | +7.6% | +42.5% | +28.5% |
| All | +59.4% | -22.5% | +81.8% | +11.5% |
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