+50.9%
OMC vs LBRT
+33.5%
+17.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -2.6% |
| 7D | -6.4% | +8.3% | -14.7% | -7.4% |
| 30D | +1.1% | +6.1% | -5.0% | +0.1% |
| 3M | +10.4% | -34.8% | +45.2% | +15.9% |
| 6M | -1.7% | -24.8% | +23.1% | +0.5% |
| YTD | +4.4% | +12.2% | -7.8% | 0.0% |
| 1Y | +8.4% | +94.0% | -85.5% | -6.2% |
| 3Y | +14.4% | +31.3% | -16.9% | +1.8% |
| 5Y | +33.9% | +111.8% | -78.0% | +4.8% |
| All | +50.9% | +33.5% | +17.4% | -0.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling