+207.9%
ON vs LBRT
-15.3%
+223.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.1% | -4.7% | -3.9% |
| 7D | +12.2% | +9.2% | +3.0% | +9.6% |
| 30D | -3.1% | -27.5% | +24.4% | +5.3% |
| 3M | -12.9% | -37.9% | +25.0% | -1.3% |
| 6M | -38.6% | -60.7% | +22.1% | -22.2% |
| YTD | +31.2% | -28.5% | +59.7% | +39.7% |
| 1Y | +47.6% | -13.2% | +60.9% | +48.8% |
| 3Y | +6.6% | -28.8% | +35.4% | +6.4% |
| 5Y | +21.3% | +28.0% | -6.7% | -2.5% |
| All | +207.9% | -15.3% | +223.2% | +88.5% |
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