+201.6%
ON vs LBRT
-19.0%
+220.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.4% | +4.1% | +1.7% |
| 7D | -4.1% | -15.7% | +11.5% | +0.4% |
| 30D | -10.2% | -34.3% | +24.0% | +0.2% |
| 3M | -12.7% | -40.6% | +27.9% | 0.0% |
| 6M | -32.5% | -62.0% | +29.5% | -13.7% |
| YTD | +28.6% | -31.6% | +60.2% | +38.5% |
| 1Y | +43.4% | -25.8% | +69.2% | +50.6% |
| 3Y | +3.3% | -30.4% | +33.7% | +3.7% |
| 5Y | +22.5% | +18.7% | +3.8% | +0.5% |
| All | +201.6% | -19.0% | +220.6% | +86.9% |
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