+52.4%
OMC vs LBRT
+28.1%
+24.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.2% |
| 7D | +1.9% | +9.2% | -7.3% | +1.3% |
| 30D | +12.2% | -27.5% | +39.7% | +14.2% |
| 3M | +0.6% | -37.9% | +38.5% | +3.4% |
| 6M | +21.0% | -60.7% | +81.7% | +28.9% |
| YTD | +12.4% | -28.5% | +40.9% | +11.5% |
| 1Y | +25.4% | -13.2% | +38.6% | +21.4% |
| 3Y | +29.2% | -28.8% | +58.0% | +23.3% |
| All | +52.4% | +28.1% | +24.3% | +34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling