-25.1%
ON vs LBRT
+26.0%
-51.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.6% |
| 7D | +2.4% | +8.7% | -6.3% | +0.2% |
| 30D | -3.3% | +6.6% | -9.9% | -5.0% |
| 3M | -43.6% | -34.5% | -9.1% | -37.5% |
| 6M | +19.0% | -24.5% | +43.4% | +26.5% |
| YTD | +37.4% | +12.7% | +24.6% | +30.5% |
| 1Y | +54.8% | +94.8% | -40.1% | +24.0% |
| All | -25.1% | +26.0% | -51.1% | -36.2% |
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