+219.5%
ON vs LBRT
-16.2%
+235.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | +0.1% |
| 7D | +17.0% | +13.8% | +3.2% | +13.0% |
| 30D | -3.9% | -32.4% | +28.5% | +6.5% |
| 3M | -11.5% | -39.9% | +28.4% | +1.1% |
| 6M | -29.2% | -60.8% | +31.7% | -10.1% |
| YTD | +36.2% | -29.3% | +65.4% | +45.4% |
| 1Y | +49.6% | -18.9% | +68.5% | +53.6% |
| 3Y | +9.4% | -28.0% | +37.4% | +8.9% |
| 5Y | +25.8% | +26.6% | -0.8% | +1.5% |
| All | +219.5% | -16.2% | +235.7% | +96.2% |
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