+173.0%
ON vs LBRT
-26.4%
+199.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -13.7% | +2.1% | -7.8% |
| 7D | -16.3% | -34.8% | +18.6% | -6.1% |
| 30D | -27.0% | -43.6% | +16.6% | -15.0% |
| 3M | -18.1% | -41.2% | +23.2% | -5.9% |
| 6M | -38.6% | -66.1% | +27.4% | -19.1% |
| YTD | +16.4% | -37.9% | +54.2% | +28.7% |
| 1Y | +25.8% | -33.9% | +59.7% | +36.3% |
| 3Y | -7.7% | -40.9% | +33.2% | -3.1% |
| 5Y | +6.6% | +2.1% | +4.5% | -8.9% |
| All | +173.0% | -26.4% | +199.4% | +73.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling