-4.4%
ON vs LBRT
-38.0%
+33.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.4% | -4.9% | -1.1% |
| 7D | -11.7% | -29.1% | +17.5% | -3.1% |
| 30D | -23.3% | -38.4% | +15.1% | -12.7% |
| 3M | -19.2% | -40.1% | +20.9% | -7.5% |
| 6M | -40.1% | -62.9% | +22.8% | -22.9% |
| YTD | +16.9% | -34.5% | +51.4% | +28.3% |
| 1Y | +29.7% | -30.2% | +59.9% | +39.5% |
| 3Y | -4.4% | -37.5% | +33.1% | +0.2% |
| All | -4.4% | -38.0% | +33.6% | +0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling