+26.5%
ON vs LBRT
+22.2%
+4.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.3% | +2.5% | +4.8% |
| 7D | +3.3% | -1.9% | +5.2% | +4.0% |
| 30D | -3.1% | -32.0% | +28.9% | +7.2% |
| 3M | -9.2% | -39.7% | +30.4% | +3.6% |
| 6M | -31.4% | -61.1% | +29.7% | -12.9% |
| YTD | +36.0% | -29.4% | +65.3% | +45.6% |
| 1Y | +52.0% | -24.5% | +76.5% | +59.3% |
| 3Y | +9.3% | -28.1% | +37.4% | +8.1% |
| 5Y | +26.5% | +23.9% | +2.6% | +4.3% |
| All | +26.5% | +22.2% | +4.3% | +4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling